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Inconsistency between Frequentist and Bayesian inference, approximation of improper priors and permissible priors

Druilhet, Pierre et al.
arXiv (All) · Papers
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statistics-theory
Improper priors are widely used in objective Bayesian inference, although posterior propriety does not by itself guarantee coherence between Bayesian and frequentist assessments. We investigate this issue by approximating improper priors with proper priors and examining the convergence of the result
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