Study of principled methods of formal statistical inference, especially Bayesian, fiducial and likelihood-based methods, in relation to informal methods of exploratory data analysis. Find problems that display dissonance between the methods. Examples include Inference about uncertain constructs like ratios, directions and maxima, and misbehavior of the modified likelihood ratio test for comparing two means.
Contrast actual and expected performance of asymptotic approximations and develop guides for assessing adequacy of large-sample methods.