Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

Frasian Inference

Publication Date

February, 2012

Publication Type

Tech Report

Author(s)

Larry Wasserman

Abstract

Don Fraser has given an interesting account of the agreements and disagreements between Bayesian posterior probabilities and confidence levels. In this comment I discuss some cases where the lack of such agreement is extreme. I then discuss a few cases where it is possible to have Bayes procedures with frequentist validity. Such frequentist-Bayesian---or Frasian---methods deserve more attention [arXiv:1112.5582].