. Author manuscript; available in PMC: 2011 Sep 12.

Published in final edited form as: J R Stat Soc Ser C Appl Stat. 2011 Aug;60(4):575–589. doi: 10.1111/j.1467-9876.2010.00760.x

Table 2. Coverage probabilities averaged over t of 100(1 − α/2)% credible intervals ( $(G_{K}^{(α)} (t), G_{K}^{(1 - α)} (t))$ ) for Gaussian-Gaussian and Poisson-Gamma models.

K	gm	rls	Nominal Coverage
K	gm	rls	75%	90%	95%	99%
Gaussian-Gaussian model:
100	1	100	74	90	95	99
100	1	1	74	89	95	99
100	0.1	100	75	90	95	99
100	0.1	1	75	90	95	99
60	1	100	75	90	95	99
60	1	1	75	90	95	99
60	0.1	100	75	90	95	99
60	0.1	1	75	90	95	99
20	1	100	75	90	95	99
20	1	1	75	90	95	99
20	0.1	100	74	89	94	99
20	0.1	1	75	90	95	99
Poisson-Gamma model:
20			76	91	96	99
60			74	89	94	99
100			75	90	95	99

Table 2. Coverage probabilities averaged over t of 100(1 − α/2)% credible intervals ( (GK(α)(t),GK(1−α)(t))) for Gaussian-Gaussian and Poisson-Gamma models.