The Annals of Statistics

Inner Statistical Inference II

C. Villegas

Full-text: Open access

Abstract

According to an invariance principle, for some models having a certain group structure, there is a uniquely defined prior representing ignorance, which is called the inner prior. It is shown that the corresponding posterior probability of a likelihood region has a simple frequency interpretation as a mean conditional confidence level. The central multivariate normal model is considered as an example.

Article information

Source
Ann. Statist., Volume 9, Number 4 (1981), 768-776.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345517

Digital Object Identifier
doi:10.1214/aos/1176345517

Mathematical Reviews number (MathSciNet)
MR619280

Zentralblatt MATH identifier
0498.62004

JSTOR
links.jstor.org

Subjects
Primary: 62A05
Secondary: 62A15 62H10: Distribution of statistics 62H99: None of the above, but in this section

Keywords
Logical Bayesian inference inner inference conditional confidence Bayesian multivariate analysis logical probability multivariate normal distribution

Citation

Villegas, C. Inner Statistical Inference II. Ann. Statist. 9 (1981), no. 4, 768--776. doi:10.1214/aos/1176345517. https://projecteuclid.org/euclid.aos/1176345517


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