论文标题

推论模型和可能性措施

Inferential models and possibility measures

论文作者

Liu, Chuanhai, Martin, Ryan

论文摘要

推论模型(IM)框架会产生有关数据依赖性的,非添加的信念,即对未知参数的有效性。有效性属性可以保证,除其他外,推理过程从IM控制频繁的错误率在标称级别得出。技术并发症是IMS建立在相对陌生的随机集理论之上。在这里,我们基于一种可能性措施的理论制定了一种替代方案(实际上等效)的表述,这在许多方面都更简单。这种新的观点还阐明了IMS与费舍尔的基准推论以及最佳IMS的构建之间的关系。

The inferential model (IM) framework produces data-dependent, non-additive degrees of belief about the unknown parameter that are provably valid. The validity property guarantees, among other things, that inference procedures derived from the IM control frequentist error rates at the nominal level. A technical complication is that IMs are built on a relatively unfamiliar theory of random sets. Here we develop an alternative -- and practically equivalent -- formulation, based on a theory of possibility measures, which is simpler in many respects. This new perspective also sheds light on the relationship between IMs and Fisher's fiducial inference, as well as on the construction of optimal IMs.

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