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On the construction of shortest confidence intervals and Bayesian highest posterior density intervals
Author(s) -
GRIEVE A. P.
Publication year - 1991
Publication title -
journal of veterinary pharmacology and therapeutics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.527
H-Index - 60
eISSN - 1365-2885
pISSN - 0140-7783
DOI - 10.1111/j.1365-2885.1991.tb00853.x
Subject(s) - confidence interval , bayesian probability , credible interval , statistics , mathematics , posterior probability , robust confidence intervals , interval (graph theory) , cdf based nonparametric confidence interval , combinatorics
In this note it is argued that the principal characteristic of the confidence intervals proposed by Bartoszynski & Powers (1990) is not primarily the fact that they are of minimum length but that they are Bayesian highest posterior density intervals. A simple iterative process for determining the ends of the interval is presented.