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Relative belief inferences from decision theory

Published 13 Jun 2024 in math.ST and stat.TH | (2406.08732v1)

Abstract: Relative belief inferences are shown to arise as Bayes rules or limiting Bayes rules. These inferences are invariant under reparameterizations and possess a number of optimal properties. In particular, relative belief inferences are based on a direct measure of statistical evidence.

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