Christian P. Robert and Joshua Bon’s contribution to the Discussion of ‘Safe testing’ by Grünwald, de Heide, and Koolen
Robert 与 Bon 对《安全检验》的讨论意见
Central to our interest in Bayesian foundations and reference priors, the connection made in this paper between e-values and Bayes factors, despite the cautionary added label of an ‘Almost Bayesian Case’, could bring a formal way to define least favourable priors (Berger, 1985) in a testing environment, albeit in no clear connection with the reference priors of Bayarri and Garcia-Donato (2007). This derivation, formalized as Theorem 1, provides a reversal of the typical…