| Literature DB >> 24511173 |
María-Eglée Pérez1, Luis Raúl Pericchi1.
Abstract
We put forward an adaptive alpha which changes with the amount of sample information. This calibration may be interpreted as a Bayes/non-Bayes compromise, and leads to statistical consistency. The calibration can also be used to produce confidence intervals whose size take in consideration the amount of observed information.Entities:
Keywords: Bayes-non Bayes compromise; Posterior Probability Principle; Significance Principle; adaptive confidence level; p-value calibration
Year: 2014 PMID: 24511173 PMCID: PMC3912868 DOI: 10.1016/j.spl.2013.10.018
Source DB: PubMed Journal: Stat Probab Lett ISSN: 0167-7152 Impact factor: 0.870