Source: Statist. Sci.
Volume 26, Number 3
Don Fraser has given an interesting account of the agreements and disagreements between Bayesian posterior probabilities and confidence levels. In this comment I discuss some cases where the lack of such agreement is extreme. I then discuss a few cases where it is possible to have Bayes procedures with frequentist validity. Such frequentist-Bayesian—or Frasian—methods deserve more attention.
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