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on confidence distributions

January 10, 2018

As Regina Liu gave her talk at ISI this morning on fusion learning and confidence distributions, this led me to think anew about this strange notion of confidence distributions, building a distribution on the parameter space without a prior to go with it, implicitly or explicitly, and vaguely differing from fiducial inference. (As an aside, […]

Confidence distributions

June 11, 2012

I was asked by the International Statistical Review editor, Marc Hallin, for a discussion of the paper “Confidence distribution, the frequentist distribution estimator of a parameter — a review” by Min-ge Xie and Kesar Singh, both from Rutgers University. Although the paper is not available on-line, similar and recent reviews and articles can be found, […]

look, look, confidence! [book review]

April 23, 2018

As it happens, I recently bought [with Amazon Associate earnings] a (used) copy of Confidence, Likelihood, Probability (Statistical Inference with Confidence Distributions), by Tore Schweder and Nils Hjort, to try to understand this confusing notion of confidence distributions. (And hence did not get the book from CUP or anyone else towards purposely writing a review. […]

distributions for parameters [seminar]

January 22, 2018

Next Thursday, January 25, Nancy Reid will give a seminar in Paris-Dauphine on distributions for parameters that covers different statistical paradigms and bring a new light on the foundations of statistics. (Coffee is at 10am in the Maths department common room and the talk is at 10:15 in room A, second floor.) Nancy Reid is […]

adjustment of bias and coverage for confidence intervals

October 18, 2012

Menéndez, Fan, Garthwaite, and Sisson—whom I heard in Adelaide on that subject—posted yesterday a paper on arXiv about correcting the frequentist coverage of default intervals toward their nominal level. Given such an interval [L(x),U(x)], the correction for proper frequentist coverage is done by parametric bootstrap, i.e. by simulating n replicas of the original sample from […]