Inner Statistical Inference II
The Annals of Statistics · 1981 · Volume 9 · Issue 4
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.
Keywords
62A05, 62A15, 62H10, 62H99, Bayesian multivariate analysis, conditional confidence, inner inference, Logical Bayesian inference, logical probability, multivariate normal distribution
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