= Highest posterior density interval
{title2=$[a,b]=\{\theta:\pi(\theta\mid x)\geq k\}$}
A <highest posterior density interval> is a <credible interval> whose included points have at least as high <posterior density> as excluded points, apart from boundary and null-set choices. It is a <highest density region> of prescribed <posterior probability> that happens to be an interval. For a continuous unimodal posterior with two interior endpoints, the endpoint densities agree. A monotone posterior on a half-line instead starts at a support boundary, as in a <Pareto highest density interval>. For a multimodal <posterior distribution>, the highest-density region can be disconnected and cannot always be represented by a single interval. Density-level regions use a specified parameter coordinate and reference measure; they are not generally preserved by nonlinear reparametrization.
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