Direct pivotal predictive inference
From MaRDI portal
Publication:6474602
arXivmath/0410424MaRDI QIDQ6474602FDOQ6474602
Authors: George Kahrimanis, Daniel J. Berleant 
Publication date: 19 October 2004
Abstract: Without assuming any pdf for some measured parameter, we derive a predictive pdf for the outcome of a second measurement, given the outcome of the first measurement and two common assumptions about the noise. These are that (1) it is additive, and (2) it is of some known pdf. The argument is based on a Bayesian analysis of the noise when no pdf is provided for the value of the parameter. In this way we avoid assuming an ad-hoc prior. We clarify how this method of direct predictive inference is distinct from fiducial prediction. We specify the distinct flaw in the fiducial argument, and outline the importance of this development in the foundations of probability and statistics. Keywords: nonparametric predictive inference, direct pivotal argument, pivotal argument, fiducial argument, fiducial prediction, Bayesian inference, reference prior, reference class.
Foundations and philosophical topics in statistics (62A01) Parametric inference (62F99) Nonparametric inference (62G99)
This page was built for publication: Direct pivotal predictive inference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6474602)
