One-sided credible interval (source code)

= One-sided credible interval
{title2=$(-\infty,F^{-1}(1-\alpha)]$}

A <one-sided credible interval> puts all excluded <posterior probability> in one tail. For a continuous <posterior distribution>, an upper bound $u=F^{-1}(1-\alpha)$ satisfies $\mathbb P(\Theta\leq u\mid D=d)=1-\alpha$; a lower bound uses $F^{-1}(\alpha)$. Intersecting with the parameter's allowed range removes points of zero <posterior probability>. For the <beta distribution> $\operatorname{Beta}(10,4)$, the upper 95% bound is $u\approx0.887334219$, so $[0,u]$ is the alternative <credible interval> shown above.