Related papers: Comment on Frank Porter, "Confidence intervals for…
Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…
The recent article `Satellite conjunction analysis and the false confidence theorem' (Balch, Martin, and Ferson, 2019, Proceedings of the Royal Society, Series A) points to certain difficulties with Bayesian analysis when used for models…
This paper revisits a meta-analysis method proposed by Pearson [Biometrika 26 (1934) 425--442] and first used by David [Biometrika 26 (1934) 1--11]. It was thought to be inadmissible for over fifty years, dating back to a paper of Birnbaum…
In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…
In this paper, we consider statistical inference for Poisson-Laguerre tessellations in $\mathbb{R}^d$. The object of interest is a distribution function $F$ which uniquely determines the intensity measure of the underlying Poisson process.…
In this note we discuss additional properties of mixed Poisson distributions. We discuss the convergence of mixed Poisson distributions to its mixing distribution for the scaling parameter tending to infinity. Moreover, we obtain a central…
We describe a statistical hypothesis test for the presence of a signal based on the likelihood ratio statistic. We derive the test for a special case of interest. We study extensions of the test to cases where there are multiple channels…
Suppose that $X_1,X_2,\ldots$ are a stream of independent, identically distributed Poisson random variables with mean $\mu$. This work presents a new estimate $\mu_k$ for $\mu$ with the property that the distribution of the relative error…
We consider the problem of interval estimation of the odds ratio. An asymptotic confidence interval is widely applied in medical research. Unfortunately that confidence interval has a poor coverage probability: it is significantly smaller…
For a stochastic process reset at random times, we discuss to what extent the probabilities of some orderings of observables associated with the intervals of time between resetting events are universal, i.e., independent of the choice of…
For estimating a lower bounded parametric function in the framework of Marchand and Strawderman (2006), we provide through a unified approach a class of Bayesian confidence intervals with credibility $1-\alpha$ and frequentist coverage…
We propose a new inferential framework for constructing confidence regions and testing hypotheses in statistical models specified by a system of high dimensional estimating equations. We construct an influence function by projecting the…
The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…
The purpose of the present paper is to assess the efficacy of confidence intervals for Rosenthal's fail-safe number. Although Rosenthal's estimator is highly used by researchers, its statistical properties are largely unexplored. First of…
Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…
In various high-energy physics contexts, such as neutrino-oscillation experiments, several assumptions underlying the typical asymptotic confidence interval construction are violated, such that one has to resort to computationally expensive…
The aim of this paper is to firmly establish subjective fiducial inference as a rival to the more conventional schools of statistical inference, and to show that Fisher's intuition concerning the importance of the fiducial argument was…
Poisson random effect models with a shared random effect have been widely used in actuarial science for analyzing the number of claims. In particular, the random effect is a key factor in a posteriori risk classification. However, the…
In this paper, we describe a general method for constructing the posterior distribution of an option price. Our framework takes as inputs the prior distributions of the parameters of the stochastic process followed by the underlying, as…
The fiducial argument of Fisher (1973) has been described as his biggest blunder, but the recent review of Hannig et al. (2016) demonstrates the current and increasing interest in this brilliant idea. This short note analyses an example…