Linked Questions

0
votes
0answers
191 views

Significance test in trimodal distribution [duplicate]

I have a trimodal null distribution that looks like this: In order to calculate the significance we just check how extreme the values are respect to our null distribution. We do it this way: ...
28
votes
3answers
23k views

What is a Highest Density Region (HDR)?

In statistical inference, problem 9.6b, a "Highest Density Region (HDR)" is mentioned. However, I didn't find the definition of this term in the book. One similar term is the Highest Posterior ...
28
votes
4answers
15k views

How to determine quantiles (isolines?) of a multivariate normal distribution

I'm interested in how one can calculate a quantile of a multivariate distribution. In the figures, I have drawn the 5% and 95% quantiles of a given univariate normal distribution (left). For the right ...
1
vote
2answers
320 views

How do we reuse and store the output of an MCMC?

For many Bayesian models, the posterior distribution is intractable... a solution is then to sample points from this unknow distribution with a Markov Chain Monte Carlo (MCMC). But at the end, how do ...
1
vote
2answers
310 views

rstan: Diagnostics of regression

I ran a simple normal regression in rstan with some informative priors. My data has heteroskedasticity and would like to fix the same. However, I am new to bayesian regression and rstan. My questions ...
1
vote
1answer
198 views

Dispersion measure - probability density function

I am wondering whether someone has a tip on this potentially very basic question. i have done some grid-based bayesian analysis and ended up with a non-standard discrete posterior density function ...
1
vote
1answer
104 views

How to adapt HDImass of posterior predicted distributions [closed]

how to adapt the HDImass of posterior predicted distributions for linear regression in JAGS? I am most content with John Kruschke's R-script Jags-Ymet-Xmet-MRobustPredict.R. I would like to change the ...
4
votes
2answers
85 views

coverage index?

Suppose I have a space of potential outcomes X with a probability distribution on it. I assume that there is a distance function between elements of X (e.g. X is a metric space). I also have a set S ...
1
vote
1answer
53 views

Confidence boundaries for an AB test [closed]

Given an AB-test, I have two variants running over a certain timeperiod gathering data. I split the time period up in smaller frames and cumulative add the population for the given variant as well as ...
1
vote
0answers
52 views

How to compute a 95% credible interval for a small sample size with little prior information?

Say I have the following empirically measured data describing a parameter of interest: x = c(12, 4, 6, 8, 5, 12, 12, 10, 6) where x is a continuous random variable....