On the frequentist coverage of Bayesian credible intervals for lower bounded means

DOI10.1214/08-EJS292zbMath1320.62040arXiv0809.1027OpenAlexW3100392344MaRDI QIDQ1951787

Éric Marchand, Keven Bosa, William E. Strawderman, Aziz L'Moudden

Publication date: 24 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.1027

zbMATH Keywords

confidence intervalsrestricted parameter spacefrequentist coverage probabilitylogconcavityBayesian credible sets

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (5)

Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss ⋮ On Bayesian credible sets, restricted parameter spaces and frequentist coverage ⋮ Estimation of a non-negative location parameter with unknown scale ⋮ On a better lower bound for the frequentist probability of coverage of Bayesian credible intervals in restricted parameter spaces ⋮ On the discrepancy between Bayes credibility and frequentist probability of coverage

Cites Work

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• Logconcavity versus logconvexity: A complete characterization
• Credible and confidence sets for restricted parameter spaces
• Setting confidence intervals for bounded parameters
• Log-concave probability and its applications
• A Modification for Bayesian Credible Intervals

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