论文检索

参数分解与基于显著性、似然及客观后验的推断AI 解读

The concepts of significance, likelihood, and objective posterior have wide ranges of application in statistics. For certain very simple applications--single location variable--there has been recognition that the three concepts produce equivalent numerical results, specifically the equality of observed level of significance, integrated likelihood extreme values, and integrated objective posterior extreme values. The most general model permitting the use of the three concepts…

摘要暂缺

评论：非参数位置参数推断的概率解释AI 解读

The article by C.A. McGilchrist produces estimates and tests for certain location parameters in nonparametric contexts; numbers are attached to these estimates and tests, and probability interpretations are ascribed to the numbers. This commentary discusses the grounds for these probability interpretations. An example is given that shows how certain formal conditional-probability calculations can violate basic principles for conditional probability, and shows how the formal…

摘要暂缺

论局部推断与信息AI 解读

Summary Two techniques for local unbiased estimation have been developed in recent papers (Fraser, 1964a, b). In this paper these techniques are used to examine some aspects of inference and information. Both techniques show inadequacies for translation-invariant models, and this despite the development of the second technique on the basis of conditional sufficiency which is basic to translation-invariant models. Inference and information are then examined briefly for…

摘要暂缺

局部条件充分性AI 解读

Summary The concept of sufficiency can be examined locally for a neighbourhood of a parameter point θ0 and it leads to an estimate that has minimum variance among locally-unbiased estimates (Fraser, 1964). This local estimate generates the natural global estimate for the case of the simple exponential model, but it does not do so for the important case of the general translation model. The global estimate, the Pitman estimate, for this translation model is rooted in…

局部无偏估计AI 解读

Summary A concept of local unbiasedness is derived from an investigation by Fisher (1956, p. 145) of consistency for a neighbourhood of a parameter point θ0. Connections are made with Cramér-Rao type inequalities and conditions obtained under which the local estimates propagate to provide globally-unbiased estimates.

位置与尺度参数的信仰推断AI 解读

Some recent papers on fiducial inference for location and scale parameters are examined from the transformation-parameter viewpoint developed in Fraser (1961a, b). For the multivariate normal case with a covariance matrix of known form, an apparent conflict between two fiducial distributions is found to be due to the inappropriate use of one of the distributions. For the multivariate normal case with an unknown covariance matrix, the Fisher-Cornish fiducial distribution for…

论充分性原则与似然原则AI 解读

The likelihood, sufficiency, and conditionality principles proposed by Allan Birnbaum are discussed in the context of two examples that include in their specifications a position relationship between the variable and the parameter. The discussion leads to the suggestion that the likelihood principle is too strong and that the sufficiency and conditionality principles should be used only when the necessary analysis is consistent with the position relationship between variable…

论信推方法的一致性AI 解读

SUMMARY Lindley (1958) and Sprott (1960) have proposed several criteria for the satisfactory application of the fiducial method of inference to statistical problems. The criteria are concerned with consistency when there are various ways of applying the method. In sections 1 and 2 these criteria are discussed briefly, and the range of problems that yield fulfilment of the criteria is shown to be considerably larger than that indicated by Lindley and Sprott. A frequency…

摘要暂缺

摘要暂缺