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2012 A note on Dempster-Shafer recombination of confidence distributions
Jan Hannig, Min-ge Xie
Electron. J. Statist. 6: 1943-1966 (2012). DOI: 10.1214/12-EJS734


It is often the case that there are several studies measuring the same parameter. Naturally, it is of interest to provide a systematic way to combine the information from these studies. Examples of such situations include clinical trials, key comparison trials and other problems of practical importance. Singh et al. (2005) provide a compelling framework for combining information from multiple sources using the framework of confidence distributions. In this paper we investigate the feasibility of using the Dempster-Shafer recombination rule on this problem. We derive a practical combination rule and show that under assumption of asymptotic normality, the Dempster-Shafer combined confidence distribution is asymptotically equivalent to one of the method proposed in Singh et al. (2005). Numerical studies and comparisons for the common mean problem and the odds ratio in $2\times 2$ tables are included.


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Jan Hannig. Min-ge Xie. "A note on Dempster-Shafer recombination of confidence distributions." Electron. J. Statist. 6 1943 - 1966, 2012.


Published: 2012
First available in Project Euclid: 12 October 2012

zbMATH: 1295.62005
MathSciNet: MR2988470
Digital Object Identifier: 10.1214/12-EJS734

Primary: 62A01
Secondary: 62F99

Keywords: confidence distribution , Dempster-Shafer calculus , generalized fiducial inference , meta analysis

Rights: Copyright © 2012 The Institute of Mathematical Statistics and the Bernoulli Society


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