MEANING
A Bayesian interval containing a specified posterior probability for an unknown parameter, given data and prior.
Use it for
Name a posterior-probability range for an unknown parameter.Report Bayesian uncertainty without conflating it with frequentist confidence intervals.
Words that belong together
- 95% credible interval
- posterior credible interval
- credible interval for a parameter
On the page
The 95% credible interval assigned 0.95 posterior probability to the parameter range under the model.
Nearby words
Word forms
- Base
- credible interval
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Usage notes
Unlike a frequentist confidence interval, a posterior credible interval assigns probability to parameter values conditional on the model and prior.
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