Fiducial Inference with Applications
Document Type
Lecture
Publication Date
11-30-2023
Abstract
Fiducial distribution for a parameter is essentially the posterior distribution with no a prior distribution on the parameter. In this talk, we shall describe Fisher’s method of finding a fiducial distribution for a parameter and fiducial inference through examples involving well-known distributions such as the normal and binomial. We then describe the approach for finding fiducial distributions for the parameters of a location-scale family. In particular, we shall see fiducial methods for finding confidence intervals, prediction intervals and prediction limits for the mean of a future sample. Application to analysis of zero-inflated lognormal data will also be discussed. All the methods will be illustrated using some practical examples.
Relational Format
presentation
Recommended Citation
Krishnamoorthy, Kalimuthu, "Fiducial Inference with Applications" (2023). Probability & Statistics Seminar. 10.
https://egrove.olemiss.edu/math_statistics/10
