Search Results - subject:"Fiducial inference"

Comparison of confidence intervals for variance components in an unbalanced one-way random effects model

Jiratampradab, Arisa; Supapakorn, Thidaporn; … - In: Statistics in Transition new series (SiTns) 23 (2022) 4, pp. 149-160

quantity, a fiducial inference and a fiducial generalised pivotal quantity. The comparison of criteria involves the empirical … interval. The simulation results show that the method based on the generalised pivotal quantity and the fiducial inference …

Persistent link: https://www.econbiz.de/10015051626

Comparison of confidence intervals for variance components in an unbalanced one-way random effects model

Jiratampradab, Arisa; Supapakorn, Thidaporn; … - In: Statistics in transition : an international journal of … 23 (2022) 4, pp. 149-160

Persistent link: https://www.econbiz.de/10014287916

Fiducial cost-benefit analysis research: with an application to weather modification

Beare, Stephen; Chambers, Raymond - Australian Agricultural and Resource Economics Society … - 2012

Environmental intervention is often seen as being high risk and high return. Traditional scientific hypothesis testing provides limited guidance to policy makers unless there is a high level of certainty in the supporting scientific evidence. Traditional cost-benefit analysis under uncertainty...

Persistent link: https://www.econbiz.de/10010915506

Likelihood-Based Confidence Sets for the Timing of Structural Breaks

Eo, Yunjong; Morley, James C. - Volkswirtschaftliche Fakultät, … - 2008

In this paper, we propose a new approach to constructing confidence sets for the timing of structural breaks. This approach involves using Markov-chain Monte Carlo methods to simulate marginal “fiducial” distributions of break dates from the likelihood function. We compare our proposed...

Persistent link: https://www.econbiz.de/10005620167

Likelihood-Based Confidence Sets for the Timing of Structural Breaks

Eo, Yunjong; Morley, James C. - Volkswirtschaftliche Fakultät, … - 2008

Persistent link: https://www.econbiz.de/10005619602

Computational issues of generalized fiducial inference

Hannig, Jan; Lai, Randy C.S.; Lee, Thomas C.M. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 849-858

Generalized fiducial inference is closely related to the Dempster–Shafer theory of belief functions. It is a general … unknown or hard to obtain. A new computational method for conducting generalized fiducial inference without knowing the exact … theoretical and empirical properties. Consequently, with this proposed method the applicability of generalized fiducial inference …

Persistent link: https://www.econbiz.de/10010871372

Fiducial-based tolerance intervals for some discrete distributions

Mathew, Thomas; Young, Derek S. - In: Computational Statistics & Data Analysis 61 (2013) C, pp. 38-49

Fiducial quantities are proposed to construct approximate tolerance limits and intervals for functions of some discrete random variables. Using established fiducial quantities for binomial proportions, Poisson rates, and negative binomial proportions, an approach is demonstrated to handle...

Persistent link: https://www.econbiz.de/10010617236

Testing the constancy in varying-coefficient regression models

Li, Na; Xu, Xingzhong; Liu, Xuhua - In: Metrika 74 (2011) 3, pp. 409-438

Persistent link: https://www.econbiz.de/10009324792

Bayesian and fiducial inference for the inverse gaussian distribution via Gibbs sampler

Ismail, Sanaa; Auda, Hesham - In: Journal of Applied Statistics 33 (2006) 8, pp. 787-805

This paper presents a kernel estimation of the distribution of the scale parameter of the inverse Gaussian distribution under type II censoring together with the distribution of the remaining time. Estimation is carried out via the Gibbs sampling algorithm combined with a missing data approach....

Persistent link: https://www.econbiz.de/10005141254