Confidence distributions: a review

DOI10.1016/j.stamet.2014.07.002zbMath1486.62071OpenAlexW2043887278MaRDI QIDQ1731237

Sergey Bityukov, Nikolai Krasnikov, Saralees Nadarajah

Publication date: 13 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2014.07.002

zbMATH Keywords

confidence intervalsconfidence distributionfiducial distributionconfidence density

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (12)

Null Hypothesis Significance Testing Interpreted and Calibrated by Estimating Probabilities of Sign Errors: A Bayes-Frequentist Continuum ⋮ Confidence distributions and empirical Bayes posterior distributions unified as distributions of evidential support ⋮ Can Bayesian, confidence distribution and frequentist inference agree? ⋮ Maximum entropy derived and generalized under idempotent probability to address Bayes-frequentist uncertainty and model revision uncertainty: an information-theoretic semantics for possibility theory ⋮ Possibility-theoretic statistical inference offers performance and probativeness assurances ⋮ Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing ⋮ Fiducialize statistical significance: transformingp-values into conservative posterior probabilities and Bayes factors ⋮ Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors ⋮ Conditional fiducial models ⋮ Self-consistent confidence sets and tests of composite hypotheses applicable to restricted parameters ⋮ A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models ⋮ Interval estimation, point estimation, and null hypothesis significance testing calibrated by an estimated posterior probability of the null hypothesis

Uses Software

• R

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