限制参数空间上的Fiducial推断

ON FIDUCIAL INFERENCE ON RESTRICTED PARAMETER SPACE

给出了在限制参数空间上,利用Fiducial方法求参数的区间估计的一般方法,并且讨论了一些常见的典型问题,结果表明所得的区间估计是合理的．另外,本文还证明了在限制参数空间上,刻度族和位置族中参数的条件Fiducial分布与无信息先验的Bayes 后验分布一致,推广了Lindely的结论．

In this paper, a fiducial method to obtain interval estimation for functions of parameters on restricted parameter space is provided. The examples show that the fiducial procedure is simple and the resulted interval estimation is reasonable. Furthermore, we prove that the conditional fiducial distribution is consistent with the Bayesian posterior distribution when the underlying distribution is a scale family or a location family.