On priors providing frequentist validity for Bayesian inference
使贝叶斯推断具有频率学有效性的先验
We derive the differential equation that a prior must satisfy if the posterior probability of a one-sided credibility interval for a parametric function and its frequentist probability agree up to 0(n−1). This equation turns out to be identical with Stein's equation for a slightly different problem, for which also our method provides a rigorous justification. Our method is different in details from Stein's but similar in spirit to Dawid (1991) and Bickel & Ghosh (1990). Some…