Inner Statistical Inference II
Villegas, C.
Ann. Statist., Tome 9 (1981) no. 1, p. 768-776 / Harvested from Project Euclid
According to an invariance principle, for some models having a certain group structure, there is a uniquely defined prior representing ignorance, which is called the inner prior. It is shown that the corresponding posterior probability of a likelihood region has a simple frequency interpretation as a mean conditional confidence level. The central multivariate normal model is considered as an example.
Publié le : 1981-07-14
Classification:  Logical Bayesian inference,  inner inference,  conditional confidence,  Bayesian multivariate analysis,  logical probability,  multivariate normal distribution,  62A05,  62A15,  62H10,  62H99
@article{1176345517,
     author = {Villegas, C.},
     title = {Inner Statistical Inference II},
     journal = {Ann. Statist.},
     volume = {9},
     number = {1},
     year = {1981},
     pages = { 768-776},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345517}
}
Villegas, C. Inner Statistical Inference II. Ann. Statist., Tome 9 (1981) no. 1, pp.  768-776. http://gdmltest.u-ga.fr/item/1176345517/