Timeline for Are there any examples where Bayesian credible intervals are obviously inferior to frequentist confidence intervals
Current License: CC BY-SA 2.5
5 events
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| Feb 3, 2011 at 2:59 | history | bounty awarded | probabilityislogic | ||
| Jan 21, 2011 at 12:28 | comment | added | Dikran Marsupial | yes, by "a little naughty" I just meant that Jaynes was making the point in a rather mischeiviously confrontational (but also entertaining) manner (or at least that is how I read it). But if he hadn't then it probably wouldn't have had any impact. | |
| Jan 21, 2011 at 12:19 | comment | added | probabilityislogic | "Jaynes was being a little naughty in his paper..." I think the point that Jaynes was trying to make (or the point that I took from it) is that Confidence Intervals are used to answer question a) in a large number of cases (I would speculate that anyone who only has frequentist training will use CI's to answer question a) and they will think they are an appropriate frequentist answer) | |
| Jan 21, 2011 at 12:13 | comment | added | probabilityislogic | Well said, especially about what question a CI actually answers. In the Jaynes' article however, he does mention that CI's (and most frequentist procedures) are designed to work well "In the long-run" (e.g. how often do you see $n \rightarrow \infty$ or "for large n the distribution is approximately..." assumptions in frequentist methods?), but there are many such procedures that can do this. I think this is where frequentist techniques (consistency,bias,convergence,etc.etc.) can be used to assess various Bayesian procedures which are difficult to decide between. | |
| Jan 21, 2011 at 11:21 | history | answered | Dikran Marsupial | CC BY-SA 2.5 |