The Annals of Applied Statistics
- Ann. Appl. Stat.
- Volume 12, Number 2 (2018), 750-770.
When should modes of inference disagree? Some simple but challenging examples
At a recent conference on Bayes, fiducial and frequentist inference, David Cox presented eight illustrative examples, chosen to highlight potential difficulties for the theory of inference. We discuss these examples in light of the efforts of the conference, and related meetings, to study the similarities and differences between the approaches to inference. Emphasis is placed on the goal of finding a distribution for an unknown parameter.
Ann. Appl. Stat., Volume 12, Number 2 (2018), 750-770.
Received: December 2017
Revised: March 2018
First available in Project Euclid: 28 July 2018
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Fraser, D. A. S.; Reid, N.; Lin, Wei. When should modes of inference disagree? Some simple but challenging examples. Ann. Appl. Stat. 12 (2018), no. 2, 750--770. doi:10.1214/18-AOAS1160SF. https://projecteuclid.org/euclid.aoas/1532743475