Autori
Ventura, Laura
Ruli, Erlis

Titolo
Can Bayesian, confidence distribution and frequentist inference agree?
Periodico
Statistical methods & applications : Journal of the Italian Statistical Society
Anno: 2021 - Volume: 30 - Fascicolo: 1 - Pagina iniziale: 359 - Pagina finale: 373

We discuss and characterise connections between frequentist, confidence distribution and objective Bayesian inference, when considering higher-order asymptotics, matching priors, and confidence distributions based on pivotal quantities. The focus is on testing precise or sharp null hypotheses on a scalar parameter of interest. Moreover, we illustrate that the application of these procedures requires little additional effort compared to the application of standard first-order theory. In this respect, using the R software, we indicate how to perform in practice the computation with three examples in the context of data from inter-laboratory studies, of the stress–strength reliability, and of a growth curve from dose–response data.



SICI: 1618-2510(2021)30:1<359:CBCDAF>2.0.ZU;2-Y

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