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Archive of posts tagged calibration

Bayesian Posteriors are Calibrated by Definition

Time to get positive. I was asking Andrew whether it’s true that I have the right coverage in Bayesian posterior intervals if I generate the parameters from the prior and the data from the parameters. He replied that yes indeed that is true, and directed me to: Cook, S.R., Gelman, A. and Rubin, D.B. 2006. […]