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On the Jeffreys-Lindley Paradox

Published online by Cambridge University Press:  01 January 2022

Christian P. Robert
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Abstract

This article discusses the dual interpretation of the Jeffreys-Lindley paradox associated with Bayesian posterior probabilities and Bayes factors, both as a differentiation between frequentist and Bayesian statistics and as a pointer to the difficulty of using improper priors while testing. I stress the considerable impact of this paradox on the foundations of both classical and Bayesian statistics. While assessing existing resolutions of the paradox, I focus on a critical viewpoint of the paradox discussed by Spanos in Philosophy of Science.

Type
Research Article
Information
Philosophy of Science , Volume 81 , Issue 2 , April 2014 , pp. 216 - 232
Copyright
Copyright © The Philosophy of Science Association

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Footnotes

†

Research was partly supported by the Agence Nationale de la Recherche (ANR, 212, rue de Bercy, 75012 Paris) through the 2012–15 grant ANR-11-BS01-0010 “Calibration” and by an Institut Universitaire de France chair. The author is most sincerely grateful to the editorial team of Philosophy of Science for its comments and support toward improving the exposition in the article.

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