English

Robust Bayesianism and Likelihoodism

Statistics Theory 2022-10-18 v2 Statistics Theory

Abstract

We defend a new theory of statistical evidence, which we call Robust Bayesianism (RB). We prove that, under widely accepted assumptions, RB entails the law of likelihood [Royall, 1997], the likelihood principle [Berger and Wolpert, 1988], and a variety of other widely-accepted "statistical principles", e.g., the sufficiency principle [Birnbaum, 1962, 1972] and stopping-rule principle [Berger and Wolpert, 1988]. The main technical contribution of this paper is to extend some of those results to a qualitative framework in which experimenters are justified only in making comparative, non-numerical judgments of the form "A given B is more likely than C given D."

Keywords

Cite

@article{arxiv.2009.03879,
  title  = {Robust Bayesianism and Likelihoodism},
  author = {Conor Mayo-Wilson and Aditya Saraf},
  journal= {arXiv preprint arXiv:2009.03879},
  year   = {2022}
}

Comments

91 pages, no figures

R2 v1 2026-06-23T18:23:51.594Z