期刊名称:Sankhya. Series A, mathematical statistics and probability
印刷版ISSN:0976-836X
电子版ISSN:0976-8378
出版年度:2012
卷号:74
期号:2
页码:170-193
DOI:10.1007/s13171-012-0018-4
语种:English
出版社:Indian Statistical Institute
摘要:For an invariant statistical model we consider the induced right Haar prior distribution and the resulting right Haar posterior. Using this posterior distribution, HPD (highest posterior density) regions of constant posterior probability are constructed and shown to exhibit probability matching. Further, HPD regions for equivariant functions of the parameter are also shown to exhibit probability matching. A number of examples are considered.
关键词:Invariance ; credible regions ; probability matching ; confidence regions ; equivariant functions