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Frasian Inference

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journal contribution
posted on 01.05.2003, 00:00 authored by Larry Wasserman

Don Fraser has given an interesting account of the agreements and disagreements between Bayesian posterior probabilities and confidence levels. In this comment I discuss some cases where the lack of such agreement is extreme. I then discuss a few cases where it is possible to have Bayes procedures with frequentist validity. Such frequentist-Bayesian—or Frasian—methods deserve more attention.


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