Frasian Inference
Methodology
2012-02-06 v1
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 [arXiv:1112.5582].
Cite
@article{arxiv.1202.0633,
title = {Frasian Inference},
author = {Larry Wasserman},
journal= {arXiv preprint arXiv:1202.0633},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.1214/11-STS352C the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)