A note on the comparison of the Bayesian and frequentist approaches to estimation
type: Item
instance of: scholarly article
title: A note on the comparison of the Bayesian and frequentist approaches to estimation
zbMATH Open document ID: 1257.62028
DOI: 10.1155/2012/764254
author: A. A. Neath
author: Natalie Langenfeld
published in: Advances in Decision Sciences
publication date: 2013-01-10T00:00:00Z
review text: Summary: \textit{F.J. Samaniego} and \textit{D.M. Reneau} [J. Am. Stat. Assoc. 89, No. 427, 947--957 (1994; Zbl 0804.62005)] presented a landmark study on the comparison of Bayesian and frequentist point estimators. Their findings indicate that Bayesian point estimators work well in more situations than were previously suspected. In particular, their comparison reveals how a Bayesian point estimator can improve upon a frequentist point estimator even in situations where sharp prior knowledge is not necessarily available. We show that similar results hold when comparing Bayesian and frequentist interval estimators. Furthermore, the development of an appropriate interval estimator comparison offers some further insight into the estimation problem.
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F25
zbMATH DE Number: 6123904
describes a project that uses: Mathematica
MaRDI profile type: Publication
OpenAlex ID: W2055443358
Wikidata QID: Q58697849
cites work: Toward a Reconciliation of the Bayesian and Frequentist Approaches to Point Estimation
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cites work: Q3580457
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description: scientific article; zbMATH DE number 6123904