Implementing matching priors for frequentist inference
利用匹配先验实现频率学派推断
Nuisance parameters do not pose any problems in Bayesian inference as marginalisation allows for study of the posterior distribution solely in terms of the parameter of interest. However, no general solution is available for removing nuisance parameters under the frequentist paradigm. In this paper, we merge the two approaches to construct a general procedure for frequentist elimination of nuisance parameters through the use of matching priors. In particular, we perform…