Frequentist and Bayesian confidence intervals
نویسندگان
چکیده
منابع مشابه
Frequentist performance of Bayesian confidence intervals for comparing proportions in 2 x 2 contingency tables.
This article investigates the performance, in a frequentist sense, of Bayesian confidence intervals (CIs) for the difference of proportions, relative risk, and odds ratio in 2 x 2 contingency tables. We consider beta priors, logit-normal priors, and related correlated priors for the two binomial parameters. The goal was to analyze whether certain settings for prior parameters tend to provide go...
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It is shown that all the Frequentist methods are equivalent from a statistical point of view, but the physical significance of the confidence intervals depends on the method. The Bayesian Ordering method is presented and confronted with the Unified Approach in the case of a Poisson process with background. Some criticisms to both methods are answered. It is also argued that a general Frequentis...
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The entropy rate quantifies the amount of uncertainty or disorder produced by any dynamical system. In a spiking neuron, this uncertainty translates into the amount of information potentially encoded and thus the subject of intense theoretical and experimental investigation. Estimating this quantity in observed, experimental data is difficult and requires a judicious selection of probabilistic ...
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We construct bootstrap confidence intervals for smoothing spline and smoothing spline ANOVA estimates based on Gaussian data, and penalized likelihood smoothing spline estimates based on data from exponential families. Several variations of bootstrap confidence intervals are considered and compared. We find that the commonly used bootstrap percentile intervals are inferior to the T intervals an...
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ژورنال
عنوان ژورنال: EPJ direct
سال: 2002
ISSN: 1435-3725
DOI: 10.1007/s1010502c0012