Second-order probability matching priors for a parametric function with application to Bayesian tolerance limits

DOI10.1093/biomet/88.2.587zbMath0984.62019OpenAlexW2143988383MaRDI QIDQ2775651

Rahul Mukerjee, Nancy Reid

Publication date: 14 May 2002

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/88.2.587

zbMATH Keywords

second orderfrequentist validitymarginal posterior density

Mathematics Subject Classification ID

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

Related Items (4)

Highest posterior density regions with approximate frequentist validity: the role of data-dependent priors ⋮ On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods ⋮ Two-sided Bayesian and frequentist tolerance intervals: general asymptotic results with applications ⋮ Probability matching priors for two-sided tolerance intervals in balanced one-way and two-way nested random effects models

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