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

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