Some reasons for reconciling confidence intervals and bayesian intervals

B. V. Frosini
It is well known that one of the conflicts between Bayesian and frequentist approach to inference lies in the determination and interpretation of "interval estimates". In particular, Bayesians deny any probabilistic meaning to realised confidence intervals. On the contrary, the author shows that a confidence coefficient must inevitably be interpreted as a subjective probability, at least when there is a large uncertainty in the assignment of a prior distribution. Besides, this viewpoint is operationally sustained...