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A Classroom Approach to the Construction of Bayesian Credible Intervals of a Poisson Mean
Stockholm University, Faculty of Social Sciences, Department of Statistics.
2018 (English)Report (Other academic)
Abstract [en]

The Poisson distribution is here used to illustrate Bayesian inference concepts with the ultimate goal to construct credible intervals for a mean. The evaluation of the resulting intervals is in terms of potential negative effects of mismatched priors and posteriors. The discussion is in the form of an imaginary dialogue between a teacher and a student, who have met earlier, discussing and evaluating the Wald and score confidence intervals, as well as confidence intervals based on transformation and bootstrap techniques. From the perspective of the student the learning process is akin to a real research situation. By this time the student  is supposed to have studied mathematical statistics for at least two semesters.

Place, publisher, year, edition, pages
2018. , p. 11
Series
Research Report / Department of Statistics, Stockholm University, ISSN 0280-7564 ; 4
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:su:diva-160338OAI: oai:DiVA.org:su-160338DiVA, id: diva2:1249370
Available from: 2018-09-19 Created: 2018-09-19 Last updated: 2018-09-26Bibliographically approved

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CiteExportLink to record
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