On the construction of shortest confidence intervals and Bayesian highest posterior density intervals.
In this note it is argued that the principal characteristic of the confidence intervals proposed by Bartoszynski & Powers (1990) is not primarily the fact that they are of minimum length but that they are Bayesian highest posterior density intervals. A simple iterative process for determining the ends of the interval is presented.
Grieve
A P
AP
Safety of Medicines Department, ICI Pharmaceuticals, Macclesfield, Cheshire, UK.
D000465:Algorithms; D001499:Bayes Theorem; D016001:Confidence Intervals; D006207:Half-Life; D010599:Pharmacokinetics; D011336:Probability; D012107:Research Design