Title of article :
Conditional statistical inference and quantification of relevance
Author/Authors :
R.، Sundberg نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
-298
From page :
299
To page :
0
Abstract :
We argue that it can be fruitful to take a predictive view on notions such as the precision of a point estimator and the confidence of an interval estimator in frequentist inference. This predictive approach has implications for conditional inference, because it immediately allows a quantification of the concept of relevance for conditional inference. Conditioning on an ancillary statistic makes inference more relevant in this sense, provided that the ancillary is a precision index. Not all ancillary statistics satisfy this demand. We discuss the problem of choice between alternative ancillary statistics. The approach also has implications for the best choice of variance estimator, taking account of correlations with the squared error of estimation itself. The theory is illustrated by numerous examples, many of which are classical.
Keywords :
PM(lambda),(tau) policy , finite dam , long-run average cost , compound Poisson input
Journal title :
Journal of Royal Statistical Society (Series B)
Serial Year :
2003
Journal title :
Journal of Royal Statistical Society (Series B)
Record number :
85061
Link To Document :
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