Frasian Inference
Larry Wasserman
Source: Statist. Sci. Volume 26, Number 3
(2011), 322-325.
Abstract
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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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.ss/1320066921
Digital Object Identifier: doi:10.1214/11-STS352C
Mathematical Reviews number (MathSciNet): MR2917980
Zentralblatt MATH identifier: 06075175
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Digital Object Identifier: doi:10.1214/aos/1176349157
Project Euclid: euclid.aos/1176349157
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