Conditional properties of Bayesian interval estimates

DOI10.1007/BF00773589zbMath0802.62034OpenAlexW2062105686MaRDI QIDQ1336539

Anna Nicolaou

Publication date: 18 December 1994

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00773589

zbMATH Keywords

confidence intervalscoverage errorscalar parameterfrequency propertyinterval estimateconditional prior densitylocally ancillary statisticone-sided Bayes intervalsorthogonal nuisance parameters

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15)

Cites Work

• Modified signed log likelihood ratio
• Local sufficiency
• Noninformative priors for one parameter of many
• Local ancillarity
• An Asymptotic Expansion for Posterior Distributions
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