Resumen de Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability

Rahul Mukerjee, Ling-Yau Chan

• We consider frequentist confidence intervals based on the inversion of likelihood ratio statistics that arise from a very general class of empirical-type likelihoods. Higher order asymptotics for the posterior coverage of such confidence intervals are derived for the purpose of characterizing the members of the class that allow the existence of a probability matching prior. The connection with frequentist Bartlett adjustability is also investigated.