Generalized Fiducial Inference via Discretization
نویسندگان
چکیده
منابع مشابه
Generalized Fiducial Inference via Discretization
Abstract: In addition to the usual sources of error that have been long studied by statisticians, many data sets have been rounded off in some manner, either by the measuring device or storage on a computer. In this paper we investigate theoretical properties of generalized fiducial distribution introduced in Hannig (2009) for discretized data. Limit theorems are provided for both fixed sample ...
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R. A. Fisher, the father of modern statistics, proposed the idea of fiducial inference during the first half of the 20th century. While his proposal led to interesting methods for quantifying uncertainty, other prominent statisticians of the time did not accept Fisher’s approach as it became apparent that some of Fisher’s bold claims about the properties of fiducial distribution did not hold up...
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Abstract: Most data of which a statistician comes into contact has been rounded off in some manner, i.e., we do not observe X = x but a < X ≤ b. In this paper we investigate theoretical properties of the generalized fiducial distribution introduced in Hannig (2009) for such discretized data. Results are provided for both fixed sample size with increasing precision, and increasing sample size wi...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2013
ISSN: 1017-0405
DOI: 10.5705/ss.2011.102