
Contents
Preface xvii
1 Preliminaries 1
1.1 Introduction 1
1.2 Assumed background 1
1.2.1 Probability theory 1
1.2.2 Classical statistics 6
1.2.3 Bayesian statistics 8
1.3 Scientific inference: An overview 11
1.4 Prediction and inference 14
1.4.1 Predicting realizations of random variables 14
1.4.2 Statistical inference via prediction 15
1.5 Outline of the book 18
1.6 Exercises 19
2 Prior-Free Probabilistic Inference 25
2.1 Introduction 25
2.2 Probabilistic inference 25
2.2.1 Definition 25
2.2.2 Implications about classical frequentist statistics 26
2.3 Existing approaches 27
2.3.1 Objective Bayes 27
2.3.1.1 Motivation, Jeffreys prior, and properties 27
2.3.1.2 Reference ...