
























Fiducial inference was introduced in the first half of the 20th century by Fisher (1935) as a means to get a posterior-like distribution for a parameter without having to arbitrarily define a prior. While the method originally fell out of favor due to non-exactness issues in multivariate cases, the method has garnered renewed interest in the last decade. This is partly due to the development of generalized fiducial inference, which is a fiducial perspective on generalized confidence intervals: a method used to find approximate confidence distributions. In this chapter, we illuminate the usefulness of the fiducial philosophy, introduce the definition of a generalized fiducial distribution, and apply it to interesting, non-trivial inferential examples.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。