• Corpus ID: 88513316

On Bayesian credible sets in restricted parameter space problems and lower bounds for frequentist coverage 1

@article{Marchand2012OnBC,
  title={On Bayesian credible sets in restricted parameter space problems and lower bounds for frequentist coverage 1},
  author={{\'E}ric Marchand and William E. Strawderman},
  journal={arXiv: Statistics Theory},
  year={2012}
}
For estimating a lower bounded parametric function in the framework of Marchand and Strawderman (2006), we provide through a unified approach a class of Bayesian confidence intervals with credibility $1-\alpha$ and frequentist coverage probability bounded below by $\frac{1-\alpha}{1+\alpha}$. 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 {\it spending… 
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