# 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…

## 3 Citations

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For normal models with \(X \sim N_p(\theta, \sigma^{2} I_{p}), \;\; S^{2} \sim \sigma^{2}\chi^{2}_{k}, \;\mbox{independent}\), we consider the problem of estimating θ under scale invariant squared…

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