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Coverage probability bias, objective Bayes and the likelihood principle

Sweeting, TJ; (2001) Coverage probability bias, objective Bayes and the likelihood principle. BIOMETRIKA , 88 (3) 657 - 675. Green open access

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Abstract

We review objective Bayes procedures based on both parametric and predictive coverage probability bias and explore the extent to which such procedures contravene the likelihood principle in the case of a scalar parameter. The discussion encompasses choice of objective priors, objective posterior probability statements and objective predictive probability statements. We conclude with some remarks concerning the future development and implementation of objective priors based on small coverage probability bias.

Type: Article
Title: Coverage probability bias, objective Bayes and the likelihood principle
Open access status: An open access version is available from UCL Discovery
Keywords: approximate Bayesian inference, coverage probability bias, higher-order asymptotics, likelihood principle, objective Bayes, APPROXIMATE CONDITIONAL INFERENCE, MATCHING PRIORS, ONE-PARAMETER, RATIO, STATISTICS, INTERVALS, RULES
UCL classification: UCL > School of BEAMS > Faculty of Maths and Physical Sciences
UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science
URI: http://discovery.ucl.ac.uk/id/eprint/1574
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