Theoretical analysis demonstrates mathematical equivalence between Bayesian and confidence solutions for location parameters, highlighting conditions for unified statistical inference.
SUMMARY Lindley’s problem, relating to the conditions under which there is formal mathematical equivalence between Bayesian solutions and confidence theory solutions, is discussed. A result concerning location parameters is extended. The corresponding asymptotic theory is developed and a modification of the problem is also discussed.
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Welch et al. (1963) studied this question.
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