On some counter-counter-examples about classical inference

FROSINI, BENITO VITTORIO; Dipartimento Di Scienze Statistiche-Università Cattolica Del Sacro Cuore Di Milano
This paper deals with theoretical concepts and practical examples, aimed at showing that non-Bayesian inference is liable to result in mistakes or unacceptable conclusions, and proves that they are not justified. Section 2 comments on examples when an objective prior distribution exists, and shows how widely one can be mistaken in using a prior quite distant from the real one. Section 3 comments on two results by Godambe, stressing that – in sampling from finite...