A credible set is a measurable subset with posterior probability :
(1)
In ordinary language, given the observed data and the chosen prior model, the probability that the parameter lies in this set is . Such a set need not be an interval or be unique; its defining requirement is posterior mass.

Ancestors (12)

  1. 2
  2. O
  3. 2013
  4. Past exam of the options I course of the University of Oxford
  5. Options I course of the University of Oxford
  6. Year 2 of the mathematics course of the University of Oxford
  7. Mathematics course of the University of Oxford
  8. Undergraduate course of the University of Oxford
  9. Course of the University of Oxford
  10. University of Oxford
  11. List of universities
  12. Home

View article source

Discussion (0) New discussion

There are no discussions about this article yet.

Articles by others on the same topic (0)

There are currently no matching articles.
See all articles in the same topic Create my own version