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