The Evidentiary Credible Region

[摘要] Many disparate definitions of Bayesian credible intervals and regions are in use, which can lead to ambiguous presentation of results. It is particularly unsatisfactory when intervals are specified that do not match the one-sided character of the evidence

[学科分类] 统计和概率

[关键词] credible region;credible interval;highest posterior density;parameterization invariance;Kullback-Leibler;information gain;relative surprise region