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

David R. Bickel

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 11, 2703-2712

Abstract: Confidence sets, p values, maximum likelihood estimates, and other results of non-Bayesian statistical methods 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.

Date: 2020
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DOI: 10.1080/03610926.2019.1580739

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