Work

WITHDRAWN

Year: 2019

Type: preprint

Abstract: A frequentist confidence interval can be constructed by inverting a hypothesis test, such that the interval contains only parameter values that would not have been rejected by the test. We show how a similar definition can be employed to construct a Bayesian support interval. Consistent with Carnap’s theory of corroboration, the support interval contains only parameter values that receive at least some minimum amount of support from the data. The support interval is not subject to Lindley's paradox and provides an evidence-based perspective on inference that differs from the belief-based perspective that forms the basis of the standard Bayesian credible interval.

DOI: 10.31234/osf.io/jv46p

Authors: Quentin Frederik Gronau, Eric-Jan Wagenmakers, Alexander Etz, Fabian Dablander

Language: English

Topic: Statistical Methods and Bayesian Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

OpenAlex ID: W4239505562

Cites:

Cited by: 1

Related to: 10