Comparison of Bayesian Credible Intervals to Frequentist Confidence Intervals

被引：13

作者：

Gray, Kathy ^{[1
]}

Hampton, Brittany ^{[1
]}

Silveti-Falls, Tony ^{[1
]}

McConnell, Allison ^{[1
]}

Bausell, Casey ^{[2
]}

机构：

[1] Calif State Univ Chico, Dept Math & Stat, Chico, CA 95929 USA

[2] Oregon State Univ, Corvallis, OR 97331 USA

来源：

JOURNAL OF MODERN APPLIED STATISTICAL METHODS | 2015年 / 14卷 / 01期

基金：

美国国家科学基金会;

关键词：

Confidence intervals; credible intervals; Bayesian statistics; mean square error;

D O I：

10.22237/jmasm/1430453220

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Frequentist confidence intervals were compared with Bayesian credible intervals under a variety of scenarios to determine when Bayesian credible intervals outperform frequentist confidence intervals. Results indicated that Bayesian interval estimation frequently produces results with precision greater than or equal to the frequentist method.

引用

页码：43 / 52

页数：10

共 50 条

[1] A comparison of Bayesian and frequentist confidence intervals in the presence of a late Universe degeneracy
Colgain, Eoin O.
Pourojaghi, Saeed
Sheikh-Jabbari, M. M.
Sherwin, Darragh
EUROPEAN PHYSICAL JOURNAL C, 2025, 85 (02):
[2] Analysis of regression confidence intervals and Bayesian credible intervals for uncertainty quantification
Lu, Dan
Ye, Ming
Hill, Mary C.
WATER RESOURCES RESEARCH, 2012, 48
[3] On the frequentist coverage of Bayesian credible intervals for lower bounded means
Marchand, Eric
Strawderman, William E.
Bosa, Keven
Lmoudden, Aziz
ELECTRONIC JOURNAL OF STATISTICS, 2008, 2 : 1028 - 1042
[4] Comparison of the Frequentist MATA Confidence Interval with Bayesian Model-Averaged Confidence Intervals
Turek, Daniel
JOURNAL OF PROBABILITY AND STATISTICS, 2015, 2015
[5] Frequentist confidence intervals for orbits
Lucy, L. B.
ASTRONOMY & ASTROPHYSICS, 2014, 565
[6] Confidence-credible intervals
Silva, Ivair R.
Oliveira, Dionatan W. R.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (09) : 2783 - 2802
[7] THE CONSTRUCTION OF COMBINED BAYESIAN-FREQUENTIST CONFIDENCE INTERVALS FOR A POSITIVE PARAMETER
Akahira, M.
Shimizu, A.
Takeuchi, K.
STATISTICA, 2005, 65 (04) : 351 - 365
[8] A modification for Bayesian credible intervals
Zhang, Tonglin
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2006, 35 (09) : 1703 - 1711
[9] Estimating Bayesian credible intervals
Eberly, LE
Casella, G
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2003, 112 (1-2) : 115 - 132
[10] BOOTSTRAP CONFIDENCE-INTERVALS FOR SMOOTHING SPLINES AND THEIR COMPARISON TO BAYESIAN CONFIDENCE-INTERVALS
WANG, YD
WAHBA, G
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1995, 51 (2-4) : 263 - 279

← 1 2 3 4 5 →