Abstract
In the usual frequentist formulation of testing and interval estimation there is a strong relationship between α-level tests and 1 - α confidence intervals. Such strong relationships do not always persist for post-data, or Bayesian, measures of accuracy of these procedures. We explore the relationship between post-data measures of accuracy of both tests and interval estimates, measures that are derived under a decision-theoretic structure. We find that, in general, there are strong post-data relationships in the one-sided case, and some relationships in the two-sided case.
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Goutis, C., Casella, G. Relationships Between Post-Data Accuracy Measures. Annals of the Institute of Statistical Mathematics 49, 711–726 (1997). https://doi.org/10.1023/A:1003270426974
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DOI: https://doi.org/10.1023/A:1003270426974