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Confidence distribution; confidence curve; confidence measure; confidence posterior distribution; fiducial inference; large-scale simultaneous inference; multiple hypothesis testing; multiple comparison procedure; observed confidence level
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Full-Text Articles in Physical Sciences and Mathematics
A Prior-Free Framework Of Coherent Inference And Its Derivation Of Simple Shrinkage Estimators, David R. Bickel
A Prior-Free Framework Of Coherent Inference And Its Derivation Of Simple Shrinkage Estimators, David R. Bickel
COBRA Preprint Series
The reasoning behind uses of confidence intervals and p-values in scientific practice may be made coherent by modeling the inferring statistician or scientist as an idealized intelligent agent. With other things equal, such an agent regards a hypothesis coinciding with a confidence interval of a higher confidence level as more certain than a hypothesis coinciding with a confidence interval of a lower confidence level. The agent uses different methods of confidence intervals conditional on what information is available. The coherence requirement means all levels of certainty of hypotheses about the parameter agree with the same distribution of certainty over parameter …