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August 2011 Frasian Inference
Larry Wasserman
Statist. Sci. 26(3): 322-325 (August 2011). DOI: 10.1214/11-STS352C

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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Larry Wasserman. "Frasian Inference." Statist. Sci. 26 (3) 322 - 325, August 2011. https://doi.org/10.1214/11-STS352C

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Published: August 2011
First available in Project Euclid: 31 October 2011

zbMATH: 1246.62070
MathSciNet: MR2917980
Digital Object Identifier: 10.1214/11-STS352C

Rights: Copyright © 2011 Institute of Mathematical Statistics

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Vol.26 • No. 3 • August 2011
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