quality:corruption
Definitions

Credible regions are not unique; any given probability distribution has an infinite number of credible regions of probability α {\displaystyle \alpha }. For example, in the univariate case, there are multiple definitions for a suitable interval or region:

One may define the interval for which the mean is the central point, assuming that the mean exists.

HDR can easily be generalized to the multivariate case, and are bounded by probability density contour lines. They will always contain the mode, but not necessarily the mean, the coordinate-wise median, nor the geometric median.

Credible intervals can also be estimated through the use of simulation techniques such as Markov chain Monte Carlo.