Bayesian Statistics Seminar
North Carolina State University
NAME: Dr. Jan Hannig
AFFILIATION: UNC-Chapel Hill
Generalized Fiducial Inference and Confidence Distributions
In this talk we first generalize Fisher's fiducial argument and obtain a fiducial recipe applicable in virtually any situation. We demonstrate this fiducial recipe on examples of varying complexity.
We also investigate, by simulation and by theoretical considerations, some properties of the statistical procedures derived by the fiducial recipe showing they often
posses good repeated sampling, frequentist properties. Finally, we show how a generalized fiducial inference paradigm can be used to combine confidence distributions.
Portions of this talk are based on a joined work with Hari Iyer,
Thomas C.M. Lee, Randy Lai and Min-ge Xie.
Thursday, 24 October 2013
4:15 - 5:15 pm
1216 SAS Hall