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I agree that often in practice a confidence interval will end up being similar to a Bayesian credible interval. However, having a flat prior is not enough to gu
by justindomke 5y ago
I agree that often in practice a confidence interval will end up being similar to a Bayesian credible interval. However, having a flat prior is not enough to guarantee this: the post gives an example with a uniform prior and a valid 70% confidence set that only captures 37.5% of posterior mass, and even an example with a uniform prior and a valid 70% confidence interval that captures 0% of posterior mass (because, similarly to your example, the set is empty).
- clircle 5y agoThanks, you are right that a flat prior does does guarantee numerical correspondence. I probably should have said 'matching prior'.