PARAMETER CURVATURE REVISITED AND THE BAYES-FREQUENTIST DIVERGENCE

Authors

  • A.M. FRASER
  • D.A.S. FRASER
  • M.J. FRASER

Keywords:

Bayes calibration, Bayes-frequentist discrepancy, Efron curvature, Exponential model approximation, Location model approximation.

Abstract

Parameter curvature was introduced by Efron (1975) for classifying curved ex-
ponential models. We develop an alternative denition that describes curvature
relative to location models. This modied curvature calibrates how Bayes poste-
rior probability diers from familiar frequency based probability. And it provides
a basis for then correcting Bayes probabilities to agree with the reproducibil-
ity traditional to mainstream statistics. The two curvatures are compared and
examples are given.

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Issue

Vol. 44 No. 2 (2010)

Section

Articles