Second-order probability matching priors for a parametric function with application to Bayesian tolerance limits

• 成果类型: Article
• 署名作者: Mukerjee, R; Reid, N
• 署名单位: Indian Institute of Management (IIM System); Indian Institute of Management Calcutta; University of Toronto
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/88.2.587
• 发表日期: 2001
• 页码: 587592
• 关键词: frequentist validity

摘要

Conditions are obtained for the approximate frequentist validity of the posterior quantiles of any smooth parametric function. An application to Bayesian tolerance limits is indicated.