On the jeffreys-Lindley's Paradox
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
|Date of creation:||Dec 2013|
|Contact details of provider:|| Postal: 15 Boulevard Gabriel Peri 92245 Malakoff Cedex|
Phone: 01 41 17 60 81
Web page: http://www.crest.fr
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- repec:dau:papers:123456789/4911 is not listed on IDEAS
- 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.
- 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.
When requesting a correction, please mention this item's handle: RePEc:crs:wpaper:2013-46. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Florian Sallaberry)
If references are entirely missing, you can add them using this form.