On Bayesian credible sets, restricted parameter spaces and frequentist coverage

Éric Marchand, William E. Strawderman

Research output: Contribution to journalArticlepeer-review

6 Scopus citations


For estimating a lower bounded parametric function in the framework of Marchand and Strawderman [6], we provide through a unified approach a class of Bayesian confidence intervals with credibility 1-α and frequentist coverage probability bounded below by. In cases where the underlying pivotal distribution is symmetric, the findings represent extensions with respect to the specification of the credible set achieved through the choice of a spending function, and include Marchand and Strawderman's HPD procedure result. For non-symmetric cases, the determination of a such a class of Bayesian credible sets fills a gap in the literature and includes an "equal-tails" modification of the HPD procedure. Several examples are presented demonstrating wide applicability.

Original languageEnglish (US)
Pages (from-to)1419-1431
Number of pages13
JournalElectronic Journal of Statistics
Issue number1
StatePublished - 2013

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


  • Bayesian methods
  • Credible sets
  • Frequentist coverage
  • Lower bound
  • Restricted parameter
  • Spending function


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