Journal Article

Coverage probability bias, objective Bayes and the likelihood principle

Trevor J. Sweeting

in Biometrika

Published on behalf of Biometrika Trust

Volume 88, issue 3, pages 657-675
Published in print October 2001 | ISSN: 0006-3444
Published online October 2001 | e-ISSN: 1464-3510 | DOI: http://dx.doi.org/10.1093/biomet/88.3.657
Coverage probability bias, objective Bayes and the likelihood principle

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We review objective Bayes procedures based on both parametric and predictive coverage probability bias and explore the extent to which such procedures contravene the likelihood principle in the case of a scalar parameter. The discussion encompasses choice of objective priors, objective posterior probability statements and objective predictive probability statements. We conclude with some remarks concerning the future development and implementation of objective priors based on small coverage probability bias.

Keywords: Approximate Bayesian inference; Coverage probability bias; Higher‐order asymptotics; Likelihood principle; Objective Bayes

Journal Article.  0 words. 

Subjects: Probability and Statistics

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