¿Por qué la Inferencia Estadística Bayesiana?: revisitado

• Gómez-Villegas, Miguel A. ^[1]
  1. [1] Universidad Complutense de Madrid

     Universidad Complutense de Madrid

     Madrid, España

     
• Localización: BEIO, Boletín de Estadística e Investigación Operativa, ISSN 1889-3805, Vol. 36, Nº. 3, 2020, págs. 231-237
• Idioma: español
• Enlaces
  • Texto Completo Ejemplar
• Resumen

  • The objective of this paper is to update the one already published in the journal Bolet´ın de la Sociedad de Estad´ıstica e Investigaci´on Operativa “in 2006 with title ¿Por qu´e la Inferencia Estad´ıstica Bayesiana? at Bulletin of Statistics and Operations Research (BEIO)”.

    Section 1 discusses the two main approaches to statistical inference.

    Section 2 highlights the problems that occur when the accuracy in the frequentist approach is specified for point estimators, confidence intervals and in the hypothesis tests under Neyman-Pearson’s theory. Section 3 introduces the Bayesian approach and Birnbaum’s theorem, which implies that the frequentist approach can violate sufficiency and conditionality.

    Finally, Section 4 explains how to measure accuracy by using the final distribution.

• Referencias bibliográficas
  • 1] Bernardo, J. M. (2003) Bayesian Statistics. Encyclopedia of Life Support Systems. Probability and Statistics. (R. Viertl. ed) Oxford: UNESCO.
  • [2] Bernardo, J.M. and Smith, A. F. M. (1994) Bayesian Theory. New York: Wiley.
  • [3] Birnbaum, A. (1962) On the foundations of statistical inference, Journal of American Statistical Association, 57, 269-326.
  • [4] Gómez-Villegas, M. A. (2005, 2008, 2011, 2014, 2016, 2018) Inferencia Estad´ıstica. Madrid: Díaz de Santos.
  • [5] Gómez-Villegas, M. A. (2006) ¿Por qué la Inferencia Estad´ıstica Bayesiana? Bolet´ın de la Sociedad de Estad´ıstica e Investigaci´on Operativa,...
  • [6] Jeffreys, H. (1939) Theory of Probability (3ª ed. 1961). Londres: Oxford University Press.