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June 2018 When should modes of inference disagree? Some simple but challenging examples
D. A. S. Fraser, N. Reid, Wei Lin
Ann. Appl. Stat. 12(2): 750-770 (June 2018). DOI: 10.1214/18-AOAS1160SF

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.

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D. A. S. Fraser. N. Reid. Wei Lin. "When should modes of inference disagree? Some simple but challenging examples." Ann. Appl. Stat. 12 (2) 750 - 770, June 2018. https://doi.org/10.1214/18-AOAS1160SF

Information

Received: 1 December 2017; Revised: 1 March 2018; Published: June 2018
First available in Project Euclid: 28 July 2018

zbMATH: 06980474
MathSciNet: MR3834284
Digital Object Identifier: 10.1214/18-AOAS1160SF

Keywords: Asymptotic theory , confidence distribution , fiducial density , marginalization paradox , noninformative priors

Rights: Copyright © 2018 Institute of Mathematical Statistics

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Vol.12 • No. 2 • June 2018
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