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Simultaneous Inference in Risk Assessment; a Bayesian Perspective

In: COMPSTAT 2004 — Proceedings in Computational Statistics

Author

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  • Leonhard Held

    (University of Munich, Department of Statistics)

Abstract

We consider the problem of making simultaneous inferential statements in risk assessment from a Bayesian perspective. We review a generic algorithm for computing a two-sided simultaneous credible band based on Monte Carlo samples from a multidimensional posterior distribution. A simple modification leads to an upper or lower simultaneous credible bound, which will be described. Such simultaneous credible bands and bounds have attractive properties: they are easy to calculate, completely non-parametric and invariant to monotone component-wise transformations of the variables. We illustrate the proposed approach through an example from low-dose risk estimation, previously analysed in the literature with frequentist methods.

Suggested Citation

  • Leonhard Held, 2004. "Simultaneous Inference in Risk Assessment; a Bayesian Perspective," Springer Books, in: Jaromir Antoch (ed.), COMPSTAT 2004 — Proceedings in Computational Statistics, pages 213-222, Springer.
    • Handle: RePEc:spr:sprchp:978-3-7908-2656-2_17
    DOI: 10.1007/978-3-7908-2656-2_17
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