Coherent Frequentism: A Decision Theory Based on Confidence Sets

DOI10.1080/03610926.2010.543302zbMath1319.62007arXiv0907.0139OpenAlexW2167065829WikidataQ57826638 ScholiaQ57826638MaRDI QIDQ3168547

David R. Bickel

Publication date: 31 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.0139

zbMATH Keywords

decision theorycoherenceutility maximizationimprecise probabilityfoundations of statisticsconfidence distributionupper and lower probabilityfiducial inferenceobserved confidence levelsignificance testingprobability matching priorsmaximum utilityproblem of regionscoherent previsionminimum expected loss

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01)

Related Items (12)

Null Hypothesis Significance Testing Interpreted and Calibrated by Estimating Probabilities of Sign Errors: A Bayes-Frequentist Continuum ⋮ A frequentist framework of inductive reasoning ⋮ Confidence distributions and empirical Bayes posterior distributions unified as distributions of evidential support ⋮ A prior-free framework of coherent inference and its derivation of simple shrinkage estimators ⋮ Maximum entropy derived and generalized under idempotent probability to address Bayes-frequentist uncertainty and model revision uncertainty: an information-theoretic semantics for possibility theory ⋮ Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing ⋮ Controlling the degree of caution in statistical inference with the Bayesian and frequentist approaches as opposite extremes ⋮ Game-theoretic probability combination with applications to resolving conflicts between statistical methods ⋮ Confidence distributions: a review ⋮ A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models ⋮ Simple estimators of false discovery rates given as few as one or two \(p\)-values without strong parametric assumptions ⋮ Interval estimation, point estimation, and null hypothesis significance testing calibrated by an estimated posterior probability of the null hypothesis

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