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Discussion on "Is Bayes posterior just quick and dirty confidence?" by D.A.S. Fraser

Robert, Christian P. (2011), Discussion on "Is Bayes posterior just quick and dirty confidence?" by D.A.S. Fraser, Statistical Science, 26, 3, p. 317-318. http://dx;doi.org/10.1214/11-STS352A

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Type
Article accepté pour publication ou publié
Date
2011
Journal name
Statistical Science
Volume
26
Number
3
Publisher
Institute of Mathematical Statistics
Pages
317-318
Publication identifier
Metadata
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Author(s)
Robert, Christian P.
Centre de Recherche en Économie et Statistique [CREST]
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
While Fraser's paper sheds new insights on the evaluation of Bayesian bounds in a frequentist light, the main point of the paper seems to be a radical reexamination of the relevance of the whole Bayesian approach to confidence regions. This is surprising given that the disagreement between classical and frequentist perspectives is usually quite limited
Subjects / Keywords
Bayesian approach; Bayesian foundations