
Chapter 2
Prior-Free Probabilistic Inference
2.1 Introduction
It is difficult to discuss various attempts to solve the problem of statistical inference,
in part because they all have slightly different goals and there is no agreed-upon cri-
teria that can allow one to conclude that one approach is “correct” or better than all
the others. The main goal of this chapter is to introduce, in Section 2.2, what, in our
opinion, are the essentials for prior-free probabilistic inference. A first conclusion is
that the classical frequentist methods, which are focused on the design of procedures
with good sampling properties, are not “inference” in our sense. Then, ...