Confidence intervals, significance values, maximum likelihood estimates, etc. sharpened into Occam's razors

Abstract : Confidence sets, p values, and maximum likelihood estimates may be adjusted to favor sampling distributions that are simple compared to others in the parametric family. The adjustments are derived from a prior likelihood function previously used to adjust posterior distributions.
Document type :
Preprints, Working Papers, ...
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-01799519
Contributor : David R. Bickel <>
Submitted on : Wednesday, June 13, 2018 - 8:29:44 PM
Last modification on : Saturday, February 2, 2019 - 1:16:03 PM
Document(s) archivé(s) le : Monday, September 17, 2018 - 12:15:20 PM

File

approximation-preprint-v2.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-01799519, version 2

Citation

David R. Bickel. Confidence intervals, significance values, maximum likelihood estimates, etc. sharpened into Occam's razors. 2018. 〈hal-01799519v2〉

Share

Metrics

Record views

149

Files downloads

41