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

DOI10.1214/11-STS352AMaRDI QIDQ449833zbMATH OpenFDO

Authors Christian Robert

Publication date 1 September 2012

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1202.0625, https://projecteuclid.org/euclid.ss/1320066919

Mathematics Subject Classification ID

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

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

Cites work

• scientific article; zbMATH DE number 3190795 (Why is no real title available?)
• Bayesianly justifiable and relevant frequency calculations for the applied statistician
• Distance weighted losses for testing and confidence set evaluation
• Improved confidence sets for the coefficients of a linear model with spherically symmetric errors
• Probability Theory
• Statistical decision theory and Bayesian analysis. 2nd ed
• When did Bayesian inference become ``Bayesian?

Cited in

(4)

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

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