On the coverage probability of confidence sets based on a prior distribution

Charles M. Stein

Banach Center Publications (1985)

  • Volume: 16, Issue: 1, page 485-514
  • ISSN: 0137-6934

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Charles M. Stein. "On the coverage probability of confidence sets based on a prior distribution." Banach Center Publications 16.1 (1985): 485-514. <http://eudml.org/doc/267838>.

@article{CharlesM1985,
author = {Charles M. Stein},
journal = {Banach Center Publications},
keywords = {coverage probability; confidence sets; first-order autoregressive process; posterior probability; prior density; expansion of the logarithm of the likelihood function; Taylor series},
language = {eng},
number = {1},
pages = {485-514},
title = {On the coverage probability of confidence sets based on a prior distribution},
url = {http://eudml.org/doc/267838},
volume = {16},
year = {1985},
}

TY - JOUR
AU - Charles M. Stein
TI - On the coverage probability of confidence sets based on a prior distribution
JO - Banach Center Publications
PY - 1985
VL - 16
IS - 1
SP - 485
EP - 514
LA - eng
KW - coverage probability; confidence sets; first-order autoregressive process; posterior probability; prior density; expansion of the logarithm of the likelihood function; Taylor series
UR - http://eudml.org/doc/267838
ER -

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