Empirical CDFs for all the parameters obtained with 1000 simulations using a τ-delayed prior (left) and a Dirichlet prior (right) for the SFHs. If the posteriors are well calibrated, the nominal coverage probability (the fraction of the probability volume), on the x-axis, will be equal to the coverage probability (the fraction of actual values in such a volume), on the y-axis, leading to a diagonal CDF (dashed black line). Our CDFs closely follow the diagonal, indicating that the posteriors are properly computed.