On Asymptotic Properties of Generalized Fiducial Inference for Discretized Data

@inproceedings{Hannig2009OnAP,
  title={On Asymptotic Properties of Generalized Fiducial Inference for Discretized Data},
  author={Jan Hannig},
  year={2009}
}
Abstract: Most data of which a statistician comes into contact has been rounded off in some manner, i.e., we do not observe X = x but a < X ≤ b. In this paper we investigate theoretical properties of the generalized fiducial distribution introduced in Hannig (2009) for such discretized data. Results are provided for both fixed sample size with increasing precision, and increasing sample size with fixed precision. In particular, we show that under very mild conditions the generalized fiducial… CONTINUE READING

Topics from this paper.

References

Publications referenced by this paper.
SHOWING 1-10 OF 18 REFERENCES

The Structure of Inference. New York-London-Sydney

  • D.A.S. Fraser
  • 1968
Highly Influential
4 Excerpts

Fiducial Inference on the Maximum Mean of a Multivariate Normal Distribution

  • D. V. Wandler, J. Hannig
  • Preprint .
  • 2009
2 Excerpts

Similar Papers

Loading similar papers…