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.
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