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On the jeffreys-Lindley's Paradox

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  • Christian P. Robert

    (Université Paris-Dauphine et CREST)

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

Suggested Citation

  • Christian P. Robert, 2013. "On the jeffreys-Lindley's Paradox," Working Papers 2013-46, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2013-46
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    References listed on IDEAS

    as
    1. Liang, Feng & Paulo, Rui & Molina, German & Clyde, Merlise A. & Berger, Jim O., 2008. "Mixtures of g Priors for Bayesian Variable Selection," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 410-423, March.
    2. Valen E. Johnson & David Rossell, 2010. "On the use of non‐local prior densities in Bayesian hypothesis tests," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(2), pages 143-170, March.
    3. repec:dau:papers:123456789/4911 is not listed on IDEAS
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    Cited by:

    1. Muhammad Ali Nasir & Alaa M. Soliman & Muhammad Shahbaz, 2021. "Operational aspect of the policy coordination for financial stability: role of Jeffreys–Lindley’s paradox in operations research," Annals of Operations Research, Springer, vol. 306(1), pages 57-81, November.

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