The Influence of Assumptions Implicit in a Model on Parametric Inference
模型隐含假设对参数推断的影响
In choosing a model, there are important considerations beyond the goodness of fit, namely that the subsequent inferences should not rely on questionable assumptions implicit in the model, because otherwise they will be suspect. The two-parameter lognormal distribution provides an example. The symmetry on the log scale leads to the anomaly that relative frequencies of classes in the lower tail can substantially affect inferences on the upper tail. This is contrary to the…