Results 271 to 280 of about 1,142,624 (314)

Coverage Probability of the Credible Interval and Credible Probability of the Confidence Interval of the Hierarchical Normal Model

British Journal of Mathematics & Computer Science, 2017
It is well known that the coverage probability of a given nominal level confidence interval and the credible probability of a given nominal level credible interval will attain the nominal level. Moreover, it is commonly believed that the two switching concepts probabilities, that is, the coverage probability of a given nominal level credible interval ...
Zhang, Ying-Ying, Rong, Teng-Zhong
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Interval Estimation of the Credibility Factor

Variance, 2008
In this article, we present a Bayesian approach for calculating the credibility factor. Unlike existing methods, a Bayesian approach provides the decision maker with a useful credible interval based on the posterior distribution and the posterior summary statistics of the credibility factor, while most credibility models only provide a point estimate ...
Wu-Chyuan Gau, Ashis Gangopadhyay, Zhongxian Han   +2 more
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Credible Interval Temperature Forecasts

Bulletin of the American Meteorological Society, 1972
Abstract An experiment was conducted in which forecasters expressed temperature forecasts in terms of intervals of variable width and fixed probability. The use of such intervals, called credible intervals, permits forecasters to describe the uncertainty inherent in their temperature forecasts in a meaningful, quantitative way.
Cameron R. Peterson, Kurt J. Snapper, Allan H. Murphy   +2 more
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Coverage of credible intervals in nonparametric monotone regression

The Annals of Statistics, 2021
This paper concerns a nonparametric regression model for a response variable \(Y\) with respect to a predictor variable \(X\in [0, 1]\) given by \(Y = f (X)+\varepsilon\), where \(f\) is a monotone increasing function on \([0, 1]\) and \(\varepsilon\) is a mean-zero random error with finite variance \(\sigma^2\).
Chakraborty, Moumita, Ghosal, Subhashis
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A Modification for Bayesian Credible Intervals

Communications in Statistics - Theory and Methods, 2006
In Bayesian analysis, people usually report the highest posterior density (HPD) credible interval as an interval estimate of an unknown parameter. However, when the unknown parameter is the nonnegative normal mean, the Bayesian HPD credible interval under the uniform prior has quite a low minimum frequentist coverage probability. To enhance the minimum
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Bayesian credible intervals for monitoring liquid blending rates

Model Assisted Statistics and Applications, 2011
We consider the problem of constructing confidence intervals (CIs) for the blending coefficient of different liquid, such as the blended underground storage tank (UST) leak data for compliance. For this problem, confidence intervals based on Fieller's Method have been proposed.
Dewi Rahardja, Yan D. Zhao, Xian-Jin Xie
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Approximate Credibility Intervals for Independent Component Analysis

2021
Independent component analysis (ICA) is often used to retrieve the activation patterns of motor units (MUs) from electromyographic (EMG) data. This chapter uses a Bayesian approach to look at the uncertainties around the ICA results. This is done both in regards to the amount of training data provided and in regard to how the certainty differs for each
Olivier Thill, Luca Citi
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Credible and HPD Intervals of the Parameter and Reliability of Rayleigh Distribution

IEEE Transactions on Reliability, 1983
Using squared-error loss function and Jeffreys' noninformative prior, a Bayes estimator of the Rayleigh parameter and the associated reliability function have been obtained and the estimators compared with their maximum likelihood and uniformly minimum variance unbiased counterparts.
Sinha, S. K., Howlader, H. A.
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Computing Bayesian Credible and HPD Intervals

2000
One purpose of Bayesian posterior inference is to summarize posterior marginal densities. Graphical presentation of the entire posterior distribution is always desirable if this can be conveniently accomplished. However, summary statistics, which outline important features of the posterior distribution, are sometimes adequate.
Ming-Hui Chen, Qi-Man Shao, Joseph G. Ibrahim   +2 more
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Credible intervals and rankogram distributions

Anaesthesia, 2022
P. M. Singh, A. Borle, D. Monks
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