Discussion of ``Is Bayes posterior just quick and dirty confidence? by D.A.S. Fraser

DOI10.1214/11-STS352AzbMATH Open1246.62063arXiv1202.0625MaRDI QIDQ449833FDOQ449833

Authors: Christian Robert 

Publication date: 1 September 2012

Published in: Statistical Science (Search for Journal in Brave)

Abstract: Discussion of "Is Bayes Posterior just Quick and Dirty Confidence?" by D. A. S. Fraser [arXiv:1112.5582].

Full work available at URL: https://arxiv.org/abs/1202.0625

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Parametric tolerance and confidence regions (62F25)

Cites Work

• Bayesianly justifiable and relevant frequency calculations for the applied statistician
• Statistical decision theory and Bayesian analysis. 2nd ed
• Probability Theory
• Title not available (Why is that?)
• When did Bayesian inference become ``Bayesian?
• Improved confidence sets for the coefficients of a linear model with spherically symmetric errors
• Distance weighted losses for testing and confidence set evaluation

Cited In (4)

• On Bayesian credible sets, restricted parameter spaces and frequentist coverage
• On the discrepancy between Bayes credibility and frequentist probability of coverage
• Discussion of ``Is Bayes posterior just quick and dirty confidence? by D. A. S. Fraser
• The evidence interval and the Bayesian evidence value: On a unified theory for Bayesian hypothesis testing and interval estimation

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