search

stan-dev / posterior

The posterior R package
https://mc-stan.org/posterior/
Other
167 stars 24 forks source link

mcse for minimum / maximum #264

Open wds15 opened 1 year ago

wds15 commented 1 year ago

It could be a useful feature to have an mcse for the minimum & maximum of a posterior distribution. This is not trivial as it requires a definition of what the tail (beyond the extremum) looks like. Maybe @avehtari can add some details as to what would be needed. However, before starting this we should also find good use cases. This issue is a follow-up from the issue on the inconsistent quantile function behaviour.

avehtari commented 1 year ago

What would be the use case, as max/min depends on the sample size while a fixed quantile in range (0,1) doesn't?

paul-buerkner commented 1 year ago

@wds15 Any more thoughts on this? Trying to clean the posterior issue tracker a bit right now.