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On exact Bayesian credible sets for discrete parameters.

ABSTRACT: We introduce a generalized Bayesian credible set that can achieve any preassigned credible level, addressing a limitation of the current credible sets. This is achieved by exploiting a connection between the highest posterior density set and the Neyman-Pearson lemma.

SUBMITTER: Song C 

PROVIDER: S-EPMC11722005 | biostudies-literature | 2025 Mar

REPOSITORIES: biostudies-literature

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On exact Bayesian credible sets for discrete parameters.

Song Chaegeun C   Li Bing B  

Statistics & probability letters 20241122

We introduce a generalized Bayesian credible set that can achieve any preassigned credible level, addressing a limitation of the current credible sets. This is achieved by exploiting a connection between the highest posterior density set and the Neyman-Pearson lemma. ...[more]

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