Question: For a one-dimensional location parameter problem, prove that the n-optimal 100(1- a)% invariant confidence rule coincides with the 100(1- a)% HPD credible set with respect

For a one-dimensional location parameter problem, prove that the n-optimal 100(1- a)% invariant confidence rule coincides with the 100(1- a)% HPD credible set with respect to the noninformative prior π(0) =1.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Bayesian Biostatistics Questions!