The Annals of Applied Statistics

When should modes of inference disagree? Some simple but challenging examples

D. A. S. Fraser, N. Reid, and Wei Lin

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Abstract

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.

Article information

Source
Ann. Appl. Stat., Volume 12, Number 2 (2018), 750-770.

Dates
Received: December 2017
Revised: March 2018
First available in Project Euclid: 28 July 2018

Permanent link to this document
https://projecteuclid.org/euclid.aoas/1532743475

Digital Object Identifier
doi:10.1214/18-AOAS1160SF

Keywords
Asymptotic theory confidence distribution fiducial density marginalization paradox noninformative priors

Citation

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


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