Game-theoretic probability combination with applications to resolving conflicts between statistical methods

@article{Bickel2012GametheoreticPC,
  title={Game-theoretic probability combination with applications to resolving conflicts between statistical methods},
  author={David R. Bickel},
  journal={Int. J. Approx. Reasoning},
  year={2012},
  volume={53},
  pages={880-891}
}
In the typical analysis of a data set, a single method is selected for statistical reporting even when equally applicable methods yield very different results. Examples of equally applicable methods can correspond to those of different ancillary statistics in frequentist inference and of different prior distributions in Bayesian inference. More 1 ar X iv :1 11 1. 61 74 v1 [ st at .M E ] 2 6 N ov 2 01 1 broadly, choices are made between parametric and nonparametric methods and between… CONTINUE READING

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