# Questions tagged [credible-interval]

A credible interval is an interval in Bayesian statistics that includes the true value of a parameter with $100(1-\alpha)\%$ posterior probability. Credible intervals treat the interval as fixed and the parameter as random.

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### confidence intervals for proportions containing a theoretically impossible value (zero)

This is really a hypothetical question not related to an actual issue I have, so this question is just out of curiosity. I'm aware of this other related question What should I do when a confidence ...
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### Experimental Design: Selecting value of $n$ given desired width of credible interval

Note that this is a cross post from here. I realize this is probably a better space Suppose I have $n$ IID Bernoulli trials with $k$ successes. Assume that as a prior we are assuming that $P(\theta)$ ...
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### Extract credible/confidence interval of a threshold in a Bayesian posterior draws distribution [closed]

I have a Bayesian model created through bayer package in R on which I need to calculate confidence/credible intervals for a ...
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### Highest-density vs equal-tailed confidence interval

When a sampling distribution is symmetric (and I'm okay assuming unimodal too, if necessary), it's natural to center confidence intervals around the point estimate. But for a skewed distribution (e.g. ...
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### How to find the credible interval on the difference between the means of two proportions in R?

I have two proportions of the beta-binomial family. x1=41, n1=88, x2=41, n2=90 (x= no. of successes; n=no. of trials). The beta prior shape parameters for the two proportions are alpha1= 20, beta1=26, ...
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### How to find credible interval for multiple bayesian distributions that disagree?

Feel free to suggest changes to my terminology here, I don't think this is proper Bayesian analysis. I'm a scientist trying to produce a credible interval for an unknown experimental value X. The ...
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### How to correctly word a frequentist confidence interval

I am aware that there are many, many threads on this (e.g. this excellent thread). I may have missed it but I can't seem to find one that actually explains how to accurately report a frequentist ...
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### Interval Estimation for a Change in a Binomial Proportion

I'm not sure how to estimate the confidence interval (CI) for a change in a small sample size binomial proportion using the same sample set both times. I have two methods that I would like to compare (...
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