Note on the Confidence-Prior of Welch and Peers
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1966 · Volume 28 · Issue 1
DOI: 10.1111/j.2517-6161.1966.tb00619.x
Abstract
Welch and Peers have shown that it is possible to determine a prior distribution for a one-dimensional parameter by requiring that the associated one-sided Bayes intervals are asymptotically confidence intervals. It is shown in this note that their procedure does not apply if certain natural two-sided Bayes intervals are used.
Enable JavaScript for citation tools and additional paper interactions.