An alternative to the frequentists and Bayesian principled arguments

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17
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3answers
607 views

What is the fiducial argument and why has it not been accepted?

One of the late contributions of R.A. Fisher was fiducial intervals and fiducial principled arguments. This approach however is nowhere near as popular as frequentist or Bayesian principled arguments. ...
4
votes
2answers
86 views

Fiducial distribution and sequential monte-carlo algorithm

I have spent a little time reading "Generalized fiducial inference for normal mixed models" by Cisewski and Hannig. First of all I am interested in understanding how to simulate the fiducial ...
2
votes
1answer
61 views

What principled arguments are made with data?

Consider the frequentist argument: "I will believe A since not-A makes the data improbable". Consider the Bayesian argument: "I will believe A since given my beliefs on A and the data generating ...
0
votes
0answers
30 views

Generalized fiducial distribution of a variance component

I have tried to run Cisewski & Hannig's generalized fiducial inference for normal mixed models for a one-way random effect model yielding the following REML estimates: ...
-1
votes
1answer
155 views

Probability distribution of $\sigma$

Suppose $n = 5$, $s = 0.0771$. The question is: what's the $P(\sigma < 7.63\%)$?