Posterior probability and conditional coverage

T. Swartz and C. Villegas

Statistics & Probability Letters, 1992, vol. 14, issue 3, 169-173

Abstract: It is shown that under mild regularity conditions posterior probabilities are weighted averages of conditional probabilities of coverage. This is illustrated with examples from the binomial model with prior [theta]-1(1-[theta])-1 d[theta]. The converse result that conditional coverage probabilities are weighted averages of posterior probabilities is also given.

Keywords: Posterior; probability; conditional; coverage; conditional; inference; Bayesian; inference (search for similar items in EconPapers)
Date: 1992
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