Stat Probab Lett. 2025 Mar;218:110295. doi: 10.1016/j.spl.2024.110295. Epub 2024 Nov 22.
ABSTRACT
We introduce a generalized Bayesian credible set that can achieve any preassigned credible level, addressing a limitation of the current credible sets. This is achieved by exploiting a connection between the highest posterior density set and the Neyman-Pearson lemma.
PMID:39803594 | PMC:PMC11722005 | DOI:10.1016/j.spl.2024.110295
