Inner Statistical Inference
作者:
C. Villegas,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1977)
卷期:
Volume 72,
issue 358
页码: 453-458
ISSN:0162-1459
年代: 1977
DOI:10.1080/01621459.1977.10481020
出版商: Taylor & Francis Group
关键词: Bayesian inference;Inner inference;Logical probability;Ignorance priors
数据来源: Taylor
摘要:
For any linear model there is, according to an invariance argument, a uniquely defined prior representing ignorance, which will be called the inner prior. It is shown that the corresponding posterior probabilities are weighted averages of conditional confidence levels. This frequency interpretation compares favorably with the usual interpretation of confidence levels as unconditional probabilities of coverage. Of particular interest to users of statistical methods is that inner posterior intervals are always shorter than the corresponding confidence intervals and, sometimes, dramatically so.
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