Highest posterior density credible region and minimum area confidence region: The Bivariate case

Journal of the Royal Statistical Society. Series C: Applied Statistics

Volumn 46, Issue 1, 1997, Pages 131-140

  Turkkan, N ^b   Pham Gia, T ^a  

^a UNIVERSITÉ DE MONCTON   (Canada)

^b NONE

Author keywords

Bivariate distribution; Highest posterior density region; Linear transformation; Minimum volume confidence region; Pivotal quantity

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; STATISTICS;

HIGHEST POSTERIOR DENSITY (HPD) CAPABLE REGIONS;

PROBABILITY DENSITY FUNCTION;

EID: 0031357639     PISSN: 00359254     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9876.00053     Document Type: Article

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