Frasian Inference

Details Frasian Inference Frasian Inference

2012-02-03

arxiv.org/abs/1202.0633v1

Statistical Science 2011, Vol. 26, No. 3, 322-325

Statistics

Methodology

Published in at http://dx.doi.org/10.1214/11-STS352C the Statistical Science (http://www.imstat.org/sts/) by the Institute of

Scientific paper

10.1214/11-STS352C

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 [arXiv:1112.5582].

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