On the jeffreys-Lindley's Paradox

Christian P. Robert ()
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Christian P. Robert: Université Paris-Dauphine et CREST

No 2013-46, Working Papers from Center for Research in Economics and Statistics

Abstract: This paper discusses the dual interpretation of the Jeffreys–Lindley’s paradox associated with Bayesian posterior probabilities and Bayes factors, both as a differentiation between frequentist and Bayesian statistics and as a pointer to the difficulty of using improper priors while testing. We stress the considerable impact of this paradox on the foundations of both classical and Bayesian statistics. While assessing existing resolutions of the paradox, we focus on a critical viewpoint of the paradox discussed by Spanos (2013) in the current journal

Keywords: inference; Testing statistical hypotheses; Type I error; significance level; p-value (search for similar items in EconPapers)
Pages: 15
Date: 2013-12
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Citations: View citations in EconPapers (1)

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