Conditional Properties of Statistical Procedures

During the last twenty years several results on the conditional properties of statistical procedures have appeared in the literature. However, apart from results linking conditional properties and Bayesianity, few general results have been found. Here a systematic set of definitions of conditional properties is given and a systematic investigation of their consequences is started. An analogy between interval and point estimation is used both to extend definitions of conditional properties to point estimation and to extend the usual definition of admissibility for point estimation to provide a new definition of admissibility for interval estimation.