Tagged Questions
20
votes
6answers
655 views
What is the connection between credible regions and Bayesian hypothesis tests?
In frequentist statistics, there is a close connection between confidence intervals and tests. Using inference about $\mu$ in the $\rm N(\mu,\sigma^2)$ distribution as an example, the $1-\alpha$ ...
2
votes
2answers
240 views
Bayesian and frequentist optimization and intervals
I realize the methodology pursued by the Frequentist and Bayesian camps generally differ. However, one method of estimation that they do share is optimization of a certain function:
Frequentists ...
4
votes
3answers
1k views
What does a confidence interval (vs. a credible interval) actually express? [duplicate]
Possible Duplicate:
What, precisely, is a confidence interval?
Yes, similar questions have been asked before, but many of the answers seem contradictory and don't address my issue. (Or my ...
4
votes
1answer
203 views
Examples of when confidence interval and credible interval coincide
In the wikipedia article on Credible Interval, it says:
For the case of a single parameter and
data that can be summarised in a
single sufficient statistic, it can be
shown that the credible ...
41
votes
6answers
15k views
What's the difference between a confidence interval and a credible interval?
Joris and Srikant's exchange here got me wondering (again) if my internal explanations for the the difference between confidence intervals and credible intervals were the correct ones. How you would ...
3
votes
1answer
354 views
Is there a radical difference in how bayesian and frequentist approaches treat nuisance parameters?
The wiki article on credible intervals has the following statement:
credible intervals and confidence intervals treat nuisance parameters in radically different ways.
What is the radical ...
