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Posterior intervals: unlike the central posterior interval, the highest posterior interval is not invariant to transformation. For example, suppose that, given 2 , the quantity
Posterior intervals: unlike the central posterior interval, the highest posterior interval is not invariant to transformation. For example, suppose that, given 2 , the quantity nv/2 is distributed as 2 n , and that has the (improper) noninformative prior density p() 1 , > 0
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