Efficiently Simulating the Coverage Properties of Interval Estimates

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Summary

Methods of simulating the frequency coverage of an interval estimate bysimulating the average Bayesian posterior probability coverage are presented and can be much more efficient than the standard method that simulates the hit rate of the interval.

Type
article
Published
1986-06-01
Cited by
36
References
7

Keywords

Interval (graph theory), Statistics, Mathematics, Econometrics, Applied mathematics

References

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