Robust Bayesianism and Likelihoodism

2020/09/08 by Mayo-Wilson, Conor, Saraf, Aditya
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2009.03879

Abstract

We defend a new theory of statistical evidence, which we call Robust Bayesianism (RB). We prove that, under widely accepted assumptions, RB entails the law of likelihood [Royall, 1997], the likelihood principle [Berger and Wolpert, 1988], and a variety of other widely-accepted "statistical principles", e.g., the sufficiency principle [Birnbaum, 1962, 1972] and stopping-rule principle [Berger and Wolpert, 1988]. The main technical contribution of this paper is to extend some of those results to a qualitative framework in which experimenters are justified only in making comparative, non-numerical judgments of the form "A given B is more likely than C given D."

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