A new look at fiducial inference
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arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866918143189843968 |
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| author | Bissiri, Pier Giovanni Holmes, Chris Walker, Stephen |
| author_facet | Bissiri, Pier Giovanni Holmes, Chris Walker, Stephen |
| contents | Since the idea of fiducial inference was put forward by Fisher, researchers have been attempting to place it within a rigorous and well motivated framework. It is fair to say that a general definition has remained elusive. In this paper we start with a representation of Bayesian posterior distributions provided by Doob that relies on martingales. This is explicit in defining how a true parameter value should depend on a random sample and hence an approach to "inverse probability" as originally conceived by Fisher. Taking this as our cue, we introduce a definition of fiducial inference that can be regarded as general. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_19172 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A new look at fiducial inference Bissiri, Pier Giovanni Holmes, Chris Walker, Stephen Methodology Statistics Theory Since the idea of fiducial inference was put forward by Fisher, researchers have been attempting to place it within a rigorous and well motivated framework. It is fair to say that a general definition has remained elusive. In this paper we start with a representation of Bayesian posterior distributions provided by Doob that relies on martingales. This is explicit in defining how a true parameter value should depend on a random sample and hence an approach to "inverse probability" as originally conceived by Fisher. Taking this as our cue, we introduce a definition of fiducial inference that can be regarded as general. |
| title | A new look at fiducial inference |
| topic | Methodology Statistics Theory |
| url | https://arxiv.org/abs/2504.19172 |