[SciPy-user] computing Bayesian credible intervals

[Robert Kern]

On Tue, May 6, 2008 at 3:47 PM, Bruce Southey <bsouthey at gmail.com> wrote:
> Hi,
>  First what do you really mean by p(a) or p(b)?

The values of the PDF at points a and b. These are *not*
probabilities, but point values of the density function. Generally
speaking, with an HPD interval, the probabilities under the two tails
(what you are referring to with "p(x<a)" and "p(x>b)") are not equal.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco