When should modes of inference disagree? Some simple but challenging examples

When should modes of inference disagree? Some simple but challenging examples
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推理模式何时应该不一致?

DOI:
10.1214/18-aoas1160sf
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发表时间:
2018
期刊:
The Annals of Applied Statistics
影响因子:
--
通讯作者:
Wei Lin
Wei Lin
中科院分区:
--
文献类型:
--
作者:
D. Fraser;N. Reid;Wei Lin

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在最近的一次关于贝叶斯、置信和频率论推理的会议上,大卫考克斯提出了八个说明性的例子,选择这些例子是为了强调推理理论的潜在困难。我们讨论这些例子的努力,会议和相关会议,研究的相似性和差异的方法来推断。重点放在目标是找到一个未知参数的分布。纪念史蒂夫·芬伯格DF:史蒂夫是一个本科生很久以前在类,我很幸运地是导师;他有纪律和生活,这使得课堂现场的喜悦和理由本身非凡的热情。从那以后我们一直是亲密的朋友。他坚持不懈地追求我们学科各个领域的方向和需求,并不知疲倦地汇集了能够参与和贡献的人。他将在他的多重角色中被深深地记住。未报告:近年来,当我在会议或委员会会议上遇到史蒂夫时,他似乎总是忙着在iPad上敲来敲去,当他抬起头来时,他会说“应用统计年鉴”。(尽管事实证明,他同时在编辑几份期刊。史蒂夫是一个鼓舞人心的导师给我,关于编辑工作和其他许多。他通过例子展示了当你努力去见一个人时,职业生活会有多么有趣。我们感谢大卫考克斯提出的挑战性问题,以及他对本手稿草稿的许多深思熟虑的评论。我们感谢Robin Gong、Xiao-Li Meng和Madeleine Straubel组织第四届BFF会议。我们也感谢评论者的及时和有益的评论。这项研究得到了加拿大自然科学和工程研究理事会的部分支持。MSC 2010受试者分类:初级62 A01;次级62 F99
At a recent conference on Bayes, fiducial and frequentist inference, David Cox presented eight illustrative examples, chosen to highlight potential difficulties for the theory of inference. We discuss these examples in light of the efforts of the conference, and related meetings, to study the similarities and differences between the approaches to inference. Emphasis is placed on the goal of finding a distribution for an unknown parameter. In memory of Steve Fienberg DF: Steve was an undergraduate student long ago in classes for which I was fortunate to be the instructor; he had that extraordinary enthusiasm for the discipline and life, which makes the classroom scene a joy and a reason in itself. We remained close friends ever since. He was persistent in the pursuit of directions and needs in all areas of our discipline and tireless in bringing together people who could participate and contribute. He will be deeply remembered in his multiple roles. NR: When I met Steve in recent years, at conferences or committee meetings, he always seemed to be busily tapping away on his iPad, and when he looked up he would say “Annals of Applied Statistics”. (Although as it turned out he was editing several journals at the same time.) Steve was an inspiring mentor to me, about editorial work and much else. He showed by example how much fun a professional life can be when you take the effort to meet ∗We are grateful to David Cox for his challenge questions and for his many thoughtful comments on draft versions of this manuscript. We thank Robin Gong, Xiao-Li Meng, and Madeleine Straubel for their organization of the Fourth BFF conference. We also thank the reviewers for their prompt and helpful comments. This research was partially supported by the Natural Sciences and Engineering Research Council of Canada. MSC 2010 subject classifications: Primary 62A01; secondary 62F99