Bayesian Credible Sets for a Binomial Proportion Based on One-Sample Binary Data Subject to One Type of Misclassification

[摘要] Interval estimation for the proportion parameter in one-sample misclassified binary data has caught much interest in the literature. Re cently, an approximate Bayesian approach has been proposed. This ap proach is simpler to implement and performs better than existing frequen tist approaches. However, because a normal approximation to the marginal posterior density was used in this Bayesian approach, some efficiency may be lost. We develop a closed-form fully Bayesian algorithm which draws a posterior sample of the proportion parameter from the exact marginal posterior distribution. We conducted simulations to show that our fully Bayesian algorithm is easier to implement and has better coverage than the approximate Bayesian approach.

[学科分类] 土木及结构工程学

[关键词] Bayesian credible sets;binary data;double sampling