Some asymptotic results for fiducial and confidence distributions

DOI10.1016/j.spl.2017.10.011zbMath1436.62065arXiv1612.04288MaRDI QIDQ1698254

Piero Veronese, Eugenio Melilli

Publication date: 15 February 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.04288

zbMATH Keywords

ancillary statistic; coverage probability; natural exponential family; reference prior; matching prior; confidence curve

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62E20: Asymptotic distribution theory in statistics

62E15: Exact distribution theory in statistics

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Confidence intervals, significance values, maximum likelihood estimates, etc. sharpened into Occam’s razors, Maximum entropy derived and generalized under idempotent probability to address Bayes-frequentist uncertainty and model revision uncertainty: an information-theoretic semantics for possibility theory

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