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Frequentist coverage of 50% (top row) and 95% (bottom row) Bayesian credible intervals, for various parameters. Data sets were generated with three true correlation levels: 0.5, 0.8, 0.9.
| Coverage for parameters | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| True φ1,2 | Confidence | φ1,2 | ξk | θj | Gk | νj | ||||
| φ1,2 = 0.5 | 50% | 43% | 51% | 39% | 49% | 40% | 56% | 54% | ||
| 95% | 92% | 95% | 82% | 94% | 86% | 96% | 96% | |||
| φ1,2 = 0.8 | 50% | 43% | 50% | 39% | 45% | 41% | 55% | 54% | ||
| 95% | 94% | 95% | 82% | 92% | 83% | 96% | 96% | |||
| φ1,2 = 0.9 | 50% | 49% | 50% | 40% | 46% | 39% | 54% | 54% | ||
| 95% | 98% | 95% | 82% | 93% | 84% | 96% | 97% | |||
