Cyan comments on Are calibration and rational decisions mutually exclusive? (Part one) - Less Wrong

3 Post author: Cyan 23 July 2009 05:15AM

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Comment author: Cyan 23 July 2009 08:38:51PM 2 points [-]

The short short version of this part of the argument reads:

What Bayesians call calibration, frequentists call valid confidence coverage. Bayesian posterior probability intervals do not have valid confidence coverage in general; priors that can guarantee it do not exist.