Likelihood, credible and confidence intervals for parameters in complex models

Murray Aitkin ()
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Murray Aitkin: University of Melbourne

METRON, 2018, vol. 76, issue 3, No 3, 305-320

Abstract: Abstract Recent papers have discussed general procedures with complex models to obtain confidence interval statements for a parameter of interest in the presence of nuisance parameters. This paper discusses the role of the likelihood in these procedures, and points out the simplicity of the Bayesian credible interval approach to the same models.

Keywords: Likelihood; Pivot; Confidence distribution; Asymptotic coverage; Non-informative prior (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s40300-018-0144-4

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