A Note on the Construction of Highest Posterior Density Intervals

D. E. Wright

Journal of the Royal Statistical Society Series C, 1986, vol. 35, issue 1, 49-53

Abstract: This note deals with the numerical construction of HPD intervals and the related problem of evaluating tail area probabilities. The methods described are applicable to univariate unimodal probability density functions. The problem of making inferences about the spread of a normal distribution is used as an example.

Date: 1986
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