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The case for objective Bayesian analysis. (English) Zbl 1331.62042

Summary: Bayesian statistical practice makes extensive use of versions of objective Bayesian analysis. We discuss why this is so, and address some of the criticisms that have been raised concerning objective Bayesian analysis. The dangers of treating the issue too casually are also considered. In particular, we suggest that the statistical community should accept formal objective Bayesian techniques with confidence, but should be more cautious about casual objective Bayesian techniques.

MSC:

62A01 Foundations and philosophical topics in statistics
62F15 Bayesian inference
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