On exact Bayesian credible sets for discrete parameters

IF 0.9 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters Pub Date : 2024-11-22 DOI:10.1016/j.spl.2024.110295

Chaegeun Song, Bing Li

引用次数: 0

Abstract

We introduce a generalized Bayesian credible set that can achieve any preassigned credible level, addressing a limitation of the current credible sets. This is achieved by exploiting a connection between the highest posterior density set and the Neyman–Pearson lemma.

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关于离散参数的精确贝叶斯可信集

我们引入了一种广义贝叶斯可信集，它可以达到任何预先指定的可信度，解决了当前可信集的局限性。这是通过利用最高后验密度集与奈曼-皮尔逊(Neyman-Pearson)两难之间的联系实现的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistics & Probability Letters 数学-统计学与概率论

CiteScore

1.60

自引率

0.00%

发文量

173

审稿时长

6 months

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