Posts Tagged: #Bayesian
Discover articles related to "Bayesian".
Highest Posterior Density Interval
Highest Posterior Density Interval is interval of the parmeter in which the posterir value are high when compared to any other point outside the interval (i.e. the posterior value is high in the interval). It can be defined as a 100(1-alpha)% HPD for a parameter $\theta$ is $\mathcal{C} =...