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Authors’ response to the contributors to the discussion on “Confidence, credibility and prediction”

Article

Abstract

This paper examines, from a historical and model-based Bayesian perspective, two inferential issues:
  • the relation between confidence coverage and credibility of interval statements about model parameters;

  • the prediction of new values of a random variable.

Keywords

Confidence interval Credible interval Prediction interval Laplace Law of Succession 

References

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    Aitkin, M.: Bayesian bootstrap analysis of regression in finite population survey data with stratification and clustering. J. Off. Stat. 24, 21–51 (2008)Google Scholar
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    Aitkin, M.: Statistical Inference: an Integrated Bayesian/Likelihood Approach. Chapman and Hall, Boca Raton (2010)CrossRefMATHGoogle Scholar
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    Datta, G.S., Sweeting, T.J.: Probability matching priors. In: Dey, D.K., Rao, C.R. (eds.) Bayesian Thinking: Modeling and Computation. Handbook of Statistics, vol. 25, pp. 91–114. Elsevier (2005)Google Scholar
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    Rubin, D.B.: Bayesianly justifiable and relevant frequency calculations for the applied statistician. Ann. Stat. 12, 1151–1172 (1984)MathSciNetCrossRefMATHGoogle Scholar

Copyright information

© Sapienza Università di Roma 2018

Authors and Affiliations

  1. 1.School of Mathematics and StatisticsUniversity of MelbourneMelbourneAustralia
  2. 2.Cytel Inc.BostonUSA

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