Coverage probability bias, objective Bayes and the likelihood principle

• 成果类型: Article
• 署名作者: Sweeting, TJ
• 署名单位: University of Surrey
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/88.3.657
• 发表日期: 2001
• 页码: 657675
• 关键词: confidence; inference; priors; ratio

摘要

We review objective Bayes procedures based on both parametric and predictive coverage probability bias and explore the extent to which such procedures contravene the likelihood principle in the case of a scalar parameter. The discussion encompasses choice of objective priors, objective posterior probability statements and objective predictive probability statements. We conclude with some remarks concerning the future development and implementation of objective priors based on small coverage probability bias.