Statistics Bayesian inference Concept
Credible interval
Summary
A credible interval is an interval of parameter values that has a given probability, such as , under the posterior distribution. It is the Bayesian counterpart of a confidence interval. Its probability statement is about the parameter given the observed data, which is how confidence intervals are often, wrongly, read.
Further reading
About this page
| Tag | 441PZ3T7F0 |
|---|---|
| URI | m2://441PZ3T7F0 |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62F15, 62F25 |
| Same as |
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