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A Note on the Construction of Highest Posterior Density Intervals
Author(s) -
Wright D. E.
Publication year - 1986
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347864
Subject(s) - statistics , mathematics
SUMMARY This note deals with the numerical construction of HPD intervals and the related problem of evaluating tail area probabilities. The methods described are applicable to univariate unimodal probability density functions. The problem of making inferences about the spread of a normal distribution is used as an example.