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- W2076403887 abstract "We derive the differential equation that a prior must satisfy if the posterior probability of a one-sided credibility interval for a parametric function and its frequentist probability agree up to 0(n−1). This equation turns out to be identical with Stein's equation for a slightly different problem, for which also our method provides a rigorous justification. Our method is different in details from Stein's but similar in spirit to Dawid (1991) and Bickel & Ghosh (1990). Some examples are provided." @default.
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- W2076403887 date "1995-03-01" @default.
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- W2076403887 title "On priors providing frequentist validity for Bayesian inference" @default.
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- W2076403887 doi "https://doi.org/10.1093/biomet/82.1.37" @default.
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