O zovšeobecnenom spoľahlivostnom odvodzovaní |
Prednáška Assoc. Prof. Jana Hanniga
Dňa 18. decembra 2008 o 10:00 hod. sa v zasadačke ÚM SAV uskutoční seminár Oddelenia teoretických metód, na ktorom Assoc. Prof. Jan Hannig (Department of Statistics, University of North Carolina at Chapel Hill, USA) prednesie prednášku na tému: "On Generalized Fiducial Inference".
Abstract
We extend Fisher's fiducial argument and obtain a generalized fiducial recipe that greatly expands the applicability of fiducial ideas. We do this assuming as little structure as possible. We demonstrate this recipe on many examples of varying complexity. We investigate, by simulation and by theoretical considerations, some properties of the statistical procedures derived by the generalized fiducial recipe observing very good performance. We also compare the properties of generalized fiducial inference to the properties of Bayesian inference.
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