Coverage Probability of the Credible Interval and Credible Probability of the Con dence Interval of the Hierarchical Normal Model
Journal Title: Journal of Advances in Mathematics and Computer Science - Year 2017, Vol 20, Issue 4
Abstract
It is well known that the coverage probability of a given nominal level con dence 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 and the credible probability of a given nominal level con dence interval, can not attain the nominal level in general. For the hierarchical normal model, we show that the two switching concepts probabilities can attain the nominal level in the limit when a skillful classi ed variable is in nity. The numerical simulations illustrate the correctness of our fi ndings.
Authors and Affiliations
Ying-Ying Zhang, Teng-Zhong Rong
Keywords
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- EP ID EP322530
- DOI 10.9734/BJMCS/2017/31816
- Views 91
- Downloads 0
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