Objective Bayes, conditional inference and the signed root likelihood ratio statistic
Thomas J. DiCiccio, Todd A. Kuffner, G. ALASTAIR YOUNG · Biometrika · 2012
Bayesian properties of the signed root likelihood ratio statistic are analysed. Conditions for first-order probability matching are derived by the examination of the Bayesian posterior and frequentist means of this statistic. Second-order matching conditions are shown to arise from matching of the Bayesian posterior and frequentist variances of a mean-adjusted version of the signed root statistic. Conditions for conditional probability matching in ancillary statistic models are derived and discussed.