Credible and confidence sets for restricted parameter spaces

DOI10.1016/S0378-3758(02)00170-2zbMath1030.62019MaRDI QIDQ1399275

Tonglin Zhang, Michael B. Woodroofe

Publication date: 30 July 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

total positivityunimodalityfrequentist coverage probabilityprior and posterior distributionssignals and noise

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Applications of statistics to physics (62P35)

Related Items (16)

Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss ⋮ Confidence intervals for a Poisson parameter with background ⋮ The \(p\)-value interpreted as the posterior probability of explaining the data: applications to multiple testing and to restricted parameter spaces ⋮ On Bayesian credible sets, restricted parameter spaces and frequentist coverage ⋮ On the frequentist coverage of Bayesian credible intervals for lower bounded means ⋮ Inference about constrained parameters using the elastic belief method ⋮ Is Bayes posterior just quick and dirty confidence? ⋮ Self-consistent confidence sets and tests of composite hypotheses applicable to restricted parameters ⋮ Estimation of a non-negative location parameter with unknown scale ⋮ Confidence intervals for the mean of a normal distribution with restricted parameter space ⋮ On a better lower bound for the frequentist probability of coverage of Bayesian credible intervals in restricted parameter spaces ⋮ Confidence intervals for a bounded mean in exponential families ⋮ On some problems of Bayesian region construction with guaranteed coverages ⋮ The sufficiency of the evidence, the relevancy of the evidence, and quantifying both with a single number ⋮ Detection and localization of hidden radioactive sources with spatial statistical method ⋮ On the discrepancy between Bayes credibility and frequentist probability of coverage

Cites Work

• Unnamed Item
• Statistical decision theory. Foundations, concepts, and methods
• The problem of low counts in a signal plus noise model.

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