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Fiducial distribution in a power series family

Author

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  • Edilberto Nájera
  • Federico O’Reilly
  • Silvia Ruiz-Velasco

Abstract

In this article the interest is on finding the fiducial distribution of the parameter, when the probability distribution belongs to the power series family, as in Johnson et al. (1992). Recently in Nájera and O’Reilly (2017) an argument is given to obtain a unique fiducial in the Bernoulli case. An attempt is made here to define some sort of invariance in a power series distribution so that, as was done in the Bernoulli case, one may find a unique invariant fiducial for the parameter. The Bernoulli case is reviewed in detail and the Poisson and negative binomial cases are addressed.

Suggested Citation

  • Edilberto Nájera & Federico O’Reilly & Silvia Ruiz-Velasco, 2019. "Fiducial distribution in a power series family," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(23), pages 5796-5808, December.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:23:p:5796-5808
    DOI: 10.1080/03610926.2018.1522347
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