10 questions linked to/from How to find 95% credible interval?
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### 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: ...
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 ...
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 ...
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 ...
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 ...
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### 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 ...
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### 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 ...
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### 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 ...