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Comparison of bayesian credible intervals to frequentist confidence intervals

Journal of Modern Applied Statistical Methods (2015) 14(1) 43-52
DOI: 10.22237/jmasm/1430453220
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Abstract

Frequentist confidence intervals were compared with Bayesian credible intervals under a variety of scenarios to determine when Bayesian credible intervals outperform frequentist confidence intervals. Results indicated that Bayesian interval estimation frequently produces results with precision greater than or equal to the frequentist method.

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CITATION STYLE

APA

Gray, K., Hampton, B., Silveti-Falls, T., McConnell, A., & Bausell, C. (2015). Comparison of bayesian credible intervals to frequentist confidence intervals. Journal of Modern Applied Statistical Methods, 14(1), 43–52. https://doi.org/10.22237/jmasm/1430453220

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