n=1 location-scale confidence intervals arise as asymptotic credible intervals under a right-Haar imes point-mass prior and as inverted Bayes-factor tests; the latter extend to valid, sometimes shorter n≥2 intervals.
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Constructing and extending $n$ = 1 Bayesian confidence intervals for location parameters in location-scale families
n=1 location-scale confidence intervals arise as asymptotic credible intervals under a right-Haar imes point-mass prior and as inverted Bayes-factor tests; the latter extend to valid, sometimes shorter n≥2 intervals.