Upper Probabilities Based Only on the Likelihood Function
仅基于似然函数的概率上界
Summary In the problem of parametric statistical inference with a finite parameter space, we propose some simple rules for defining posterior upper and lower probabilities directly from the observed likelihood function, without using any prior information. The rules satisfy the likelihood principle and a basic consistency principle (‘avoiding sure loss’), they produce vacuous inferences when the likelihood function is constant, and they have other symmetry, monotonicity and…