The Bayesian analogue of the frequentist confidence interval is defined as the Bayesian credible interval. A 100*(1-α)% Bayesian credible interval for an unknown parameter vector θ and observed data vector y is a subset C of parameter space Ф such that 1-α≤P({C│y})=∫p{θ │y}dθ, where integration is performed over the set and is replaced by summation for discrete components of θ. The probability that θ lies in C given the observed data y is at least (1- α) (6).