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A defence of subjective fiducial inference

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  • Russell J. Bowater

    (University of the Americas in Puebla)

Abstract

This paper defends the fiducial argument. In particular, an interpretation of the fiducial argument is defended in which fiducial probability is treated as being subjective and the role taken by pivots in a more standard interpretation is taken by what are called primary random variables, which in fact form a special class of pivots. The resulting methodology, which is referred to as subjective fiducial inference, is outlined in the first part of the paper. This is followed by a defence of this methodology arranged in a series of criticisms and responses. These criticisms reflect objections that are often raised against standard fiducial inference and incorporate more specific concerns that are likely to exist with respect to subjective fiducial inference. It is hoped that the responses to these criticisms clarify the contribution that a system of fiducial reasoning can make to statistical inference.

Suggested Citation

  • Russell J. Bowater, 2017. "A defence of subjective fiducial inference," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 101(2), pages 177-197, April.
  • Handle: RePEc:spr:alstar:v:101:y:2017:i:2:d:10.1007_s10182-016-0285-9
    DOI: 10.1007/s10182-016-0285-9
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    References listed on IDEAS

    as
    1. Jan Hannig & Thomas C. M. Lee, 2009. "Generalized fiducial inference for wavelet regression," Biometrika, Biometrika Trust, vol. 96(4), pages 847-860.
    2. Hannig, Jan & Iyer, Hari & Patterson, Paul, 2006. "Fiducial Generalized Confidence Intervals," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 254-269, March.
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