10 questions linked to/from How to find 95% credible interval?
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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 ...
24k 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 ...
87 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 ...
327 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 ...
315 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 ...
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 ...
105 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 ...
203 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 ...