标题： 频率学派置信区间与贝叶斯可信区间之间的关系 显示英文标题

标题： The relation between frequentist confidence intervals and Bayesian credible intervals

摘要： 我们研究了频率学方法和贝叶斯方法之间的关系。具体来说，我们找到了一个“频率学”的贝叶斯先验 \pi _ {f} ( \lambda , \( x_{观察}\) ) = - \frac{\int_{-\infty}^{x_{obs}}\frac{\partial f(x,\lambda)}{\partial \lambda}dx}{f(x_{obs},\lambda)} （这里 \( f(x,\lambda \) ) 是概率密度），使得频率学和贝叶斯方法确定置信区间的结果一致。在许多情况下（但并非总是如此），“频率学”先验与杰弗里斯先验是一致的。 显示英文摘要

摘要： We investigate the relation between frequentist and Bayesian approaches. Namely, we find the "frequentist" Bayes prior \pi_{f}(\lambda,x_{obs}) = -\frac{\int_{-\infty}^{x_{obs}}\frac{\partial f(x,\lambda)}{\partial \lambda}dx}{f(x_{obs},\lambda)} (here f(x,\lambda) is the probability density) for which the results of frequentist and Bayes approaches to the determination of confidence intervals coincide. In many cases (but not always) the "frequentist" prior which reproduces frequentist results coincides with the Jeffreys prior.