Date of Original Version

8-2011

Type

Article

Abstract or Description

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.

DOI

10.1214/11-STS352C

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Published In

Statist. Sci. , 26, 3, 322-325.