Abstract
Some examples of inadmissible highest posterior density credible set procedures are given. It is suggested that posterior contour credible sets should be used instead. © R. Oldenbourg Verlag
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1-10 |
| Number of pages | 10 |
| Journal | Statistics and Risk Modeling |
| Volume | 8 |
| Issue number | 1 |
| DOIs | |
| State | Published - 1990 |
Keywords
- admissibility
- Bayesian inference
- credible sets