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Second‐order probability matching priors for a parametric function with application to Bayesian tolerance limits

Rahul Mukerjee, N. Reid

Biometrika · 2001 · Volume 88 · Issue 2

DOI: 10.1093/biomet/88.2.587

Abstract

Conditions are obtained for the approximate frequentist validity of the posterior quantiles of any smooth parametric function. An application to Bayesian tolerance limits is indicated.

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