Assume the usual conditions for simple linear regression. Assume that we use the improper prior discussed in

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Assume the usual conditions for simple linear regression. Assume that we use the improper prior discussed in this section. Let (a, b) be the observed value of a coefficient 1− α0 confidence interval for c0β0 + c1β1 constructed as in Sec. 11.3. Prove that the posterior probability is 1− α0 that a < c0β0 + c1β1 < b.
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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