论文检索

信赖理论与最优推断AI 解读

It is shown that the fiducial distribution in a group model, or more generally a quasigroup model, determines the optimal equivariant frequentist inference procedures. The proof does not rely on existence of invariant measures, and generalizes results corresponding to the choice of the right Haar measure as a Bayesian prior. Classical and more recent examples show that fiducial arguments can be used to give good candidates for exact or approximate confidence distributions.…

真实零假设比例的估计及其在 DNA 微阵列数据中的应用AI 解读

Summary We consider the problem of estimating the proportion of true null hypotheses, π0, in a multiple-hypothesis set-up. The tests are based on observed p-values. We first review published estimators based on the estimator that was suggested by Schweder and Spjøtvoll. Then we derive new estimators based on nonparametric maximum likelihood estimation of the p-value density, restricting to decreasing and convex decreasing densities. The estimators of π0 are all derived under…

给定充分统计量的蒙特卡洛条件化AI 解读

In this paper we derive general formulae suitable for Monte Carlo computation of conditional expectations of functions of a random vector given a sufficient statistic. The problem of direct sampling from the conditional distribution is considered in particular. It is shown that this can be done by a simple parameter adjustment of the original statistical model, provided the model has a certain pivotal structure. A connection with a classical problem regarding fiducial and…