Abstract

We discuss and characterise connections between frequentist, confidence distribution and objective Bayesian inference, when considering higher-order asymptotics, matching priors, and confidence distributions based on pivotal quantities. The focus is on testing precise or sharp null hypotheses on a scalar parameter of interest. Moreover, we illustrate that the application of these procedures requires little additional effort compared to the application of standard first-order theory. In this respect, using the R software, we indicate how to perform in practice the computation with three examples in the context of data from inter-laboratory studies, of the stress–strength reliability, and of a growth curve from dose–response data.

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