Many statistical methods involve summarizing a probability distribution by a region of the sample space covering a specified probability. One method of selecting such a region is to require it to contain points of relatively high density. Highest density regions are particularly useful for displaying multimodal distributions and, in such cases, may consist of several disjoint subsets — one for each local mode. In this paper, I propose a simple method for computing a highest density region from any given (possibly multivariate) density f(x) which is bounded and continuous in …