CONFIDENCE SETS BASED ON EMPIRICAL STATISTICS: EXISTENCE OF A PROBABILITY MATCHING PRIOR AND CONNECTION WITH FREQUENTIST BARTLETT ADJUSTABILITY
主 题: CONFIDENCE SETS BASED ON EMPIRICAL STATISTICS: EXISTENCE OF A PROBABILITY MATCHING PRIOR AND CONNECTION WITH FREQUENTIST BARTLETT ADJUSTABILITY
报告人: Prof. Rahul Mukerjee (Indian Institute of Management Calcutta，INDIA)
时 间: 2007-05-25 下午 4:00 - 5:00
地 点: 理科一号楼 1560
We consider frequentist confidence sets based on the inversion of likelihood ratio statistics that arise from a very general class of empirical-type likelihoods. Higher order asymptotics for the posterior coverage of such confidence sets are derived for the purpose of characterizing the members of the class that allow the existence of a probability matching prior. The connection with frequentist
Bartlett
adjustability is also investigated.
