Distributional inference


Kroese, A.H. and Meulen, E.A. van der and Poortema, K. and Schaafsma, W. (1995) Distributional inference. Statistica Neerlandica, 49 (1). pp. 63-82. ISSN 0039-0402

open access
Abstract:The making of statistical inferences in distributional form is conceptionally complicated because the epistemic 'probabilities' assigned are mixtures of fact and fiction. In this respect they are essentially different from 'physical' or 'frequency-theoretic' probabilities. The distributional form is so attractive and useful, however, that it should be pursued. Our approach is In line with Walds theory of statistical decision functions and with Lehmann's books about hypothesis testing and point estimation: loss functions are defined, risk functions are studied, unbiasedness and equivariance restrictions are made, etc. A central theme is that the loss function should be 'proper'. This fundamental concept has been explored by meteorologists, psychometrists, Bayesian statisticians, and others. The paper should be regarded as an attempt to reconcile various schools of statisticians. By accepting what we regard 88 good and useful in the various approaches we are trying to develop a nondogmatic approach.
Item Type:Article
Copyright:© 1995 Wiley InterScience
Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:
Link to this item:http://purl.utwente.nl/publications/71171
Official URL:https://doi.org/10.1111/j.1467-9574.1995.tb01455.x
Export this item as:BibTeX
HTML Citation
Reference Manager


Repository Staff Only: item control page

Metis ID: 140741