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Confidence distribution

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108:(1937) introduced the idea of "confidence" in his seminal paper on confidence intervals which clarified the frequentist repetition property. According to Fraser, the seed (idea) of confidence distribution can even be traced back to Bayes (1763) and Fisher (1930). Although the phrase seems to first be used in Cox (1958). Some researchers view the confidence distribution as "the Neymanian interpretation of Fisher's fiducial distributions", which was "furiously disputed by Fisher". It is also believed that these "unproductive disputes" and Fisher's "stubborn insistence" might be the reason that the concept of confidence distribution has been long misconstrued as a fiducial concept and not been fully developed under the frequentist framework. Indeed, the confidence distribution is a purely frequentist concept with a purely frequentist interpretation, although it also has ties to Bayesian and fiducial inference concepts. 2982: 3656: 3291: 35:) has often been loosely referred to as a distribution function on the parameter space that can represent confidence intervals of all levels for a parameter of interest. Historically, it has typically been constructed by inverting the upper limits of lower sided confidence intervals of all levels, and it was also commonly associated with a fiducial interpretation ( 2659: 1370: 468:
that inferences (point estimators, confidence intervals and hypothesis testing, etc.) based on the confidence distribution have desired frequentist properties. This is similar to the restrictions in point estimation to ensure certain desired properties, such as unbiasedness, consistency, efficiency, etc.
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there is a unique "best" (in terms of optimality) confidence distribution. But sometimes there is no optimal confidence distribution available or, in some extreme cases, we may not even be able to find a meaningful confidence distribution. This is not different from the practice of point estimation.
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distribution. The development and interpretation of a bootstrap distribution does not involve any fiducial reasoning; the same is true for the concept of a confidence distribution. But the notion of confidence distribution is much broader than that of a bootstrap distribution. In particular, recent
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In nontechnical terms, a confidence distribution is a function of both the parameter and the random sample, with two requirements. The first requirement (R1) simply requires that a CD should be a distribution on the parameter space. The second requirement (R2) sets a restriction on the function so
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Unlike the classical fiducial inference, more than one confidence distributions may be available to estimate a parameter under any specific setting. Also, unlike the classical fiducial inference, optimality is not a part of requirement. Depending on the setting and the criterion used, sometimes
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To interpret the CD function entirely from a frequentist viewpoint and not interpret it as a distribution function of a (fixed/nonrandom) parameter is one of the major departures of recent development relative to the classical approach. The nice thing about treating confidence distributions as a
2977:{\displaystyle \pi (\rho |r)={\frac {\nu (\nu -1)\Gamma (\nu -1)}{{\sqrt {2\pi }}\Gamma (\nu +{\frac {1}{2}})}}(1-r^{2})^{\frac {\nu -1}{2}}\cdot (1-\rho ^{2})^{\frac {\nu -2}{2}}\cdot (1-r\rho )^{\frac {1-2\nu }{2}}F({\frac {3}{2}},-{\frac {1}{2}};\nu +{\frac {1}{2}};{\frac {1+r\rho }{2}})} 1175: 2143: 4407: 471:
A confidence distribution derived by inverting the upper limits of confidence intervals (classical definition) also satisfies the requirements in the above definition and this version of the definition is consistent with the classical definition.
1474: 2257: 4154:. The same holds for a CD, where the confidence level is achieved in limit. Some authors have proposed using them for graphically viewing what parameter values are consistent with the data, instead of coverage or performance purposes. 2471: 4280: 3286:{\displaystyle \pi (\rho |r)={\frac {(1-r^{2})^{\frac {\nu -1}{2}}\cdot (1-\rho ^{2})^{\frac {\nu -2}{2}}}{\pi (\nu -2)!}}\partial _{\rho r}^{\nu -2}\left\{{\frac {\theta -{\frac {1}{2}}\sin 2\theta }{\sin ^{3}\theta }}\right\}} 3618:, and the confidence regions can be chosen in many other ways. The confidence distribution coincides in this case with the Bayesian posterior using the right Haar prior. The argument generalizes to the case of an unknown mean 1950: 62:
research suggests that it encompasses and unifies a wide range of examples, from regular parametric cases (including most examples of the classical development of Fisher's fiducial distribution) to bootstrap distributions,
2452: 1365:{\displaystyle H_{\Phi }(\mu )={\mathit {\Phi }}\left({\frac {{\sqrt {n}}(\mu -{\bar {X}})}{\sigma }}\right),\quad {\text{and}}\quad H_{t}(\mu )=F_{t_{n-1}}\left({\frac {{\sqrt {n}}(\mu -{\bar {X}})}{s}}\right),} 4530: 39:), although it is a purely frequentist concept. A confidence distribution is NOT a probability distribution function of the parameter of interest, but may still be a function useful for making inferences. 3767: 2357: 6206:
Contemporary Developments in Bayesian Analysis and Statistical Decision Theory: A Festschrift for William E. Strawderman. (D. Fourdrinier, et al., Eds.). IMS Collection, Volume 8, 200 -214.
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Under some modest conditions, among other properties, one can prove that these point estimators are all consistent. Certain confidence distributions can give optimal frequentist estimators.
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purely frequentist concept (similar to a point estimator) is that it is now free from those restrictive, if not controversial, constraints set forth by Fisher on fiducial distributions.
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In recent years, there has been a surge of renewed interest in confidence distributions. In the more recent developments, the concept of confidence distribution has emerged as a purely
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Singh, K. Xie, M. and Strawderman, W.E. (2001). "Confidence distributions—concept, theory and applications". Technical report, Dept. Statistics, Rutgers Univ. Revised 2004.
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concurve: Computes and Plots Compatibility (Confidence) Intervals, P-Values, S-Values, & Likelihood Intervals to Form Consonance, Surprisal, & Likelihood Functions
5767: 3596: 3407: 1817: 1777: 1557: 1521: 1167: 1060: 677: 1385: 575: 218:." and "it has powerful intuitive appeal". In the classical literature, the confidence distribution function is interpreted as a distribution function of the parameter 3636: 3616: 3565: 3514: 3427: 1093: 958: 625: 525: 3541: 886: 835: 704: 605: 2152: 1679: 3451: 3004: 2633:{\displaystyle H_{n}(\rho )=1-{\mathit {\Phi }}\left({\sqrt {n-3}}\left({1 \over 2}\ln {1+r \over 1-r}-{1 \over 2}\ln {{1+\rho } \over {1-\rho }}\right)\right)} 855: 808: 788: 768: 645: 502: 3976: 3864: 5967: 5265:
Singh, K. and Xie, M. (2011). "Discussions of “Is Bayes posterior just quick and dirty confidence?” by D.A.S. Fraser." Statistical Science. Vol. 26, 319-321.
4200: 54:), but it uses a sample-dependent distribution function on the parameter space (instead of a point or an interval) to estimate the parameter of interest. 1836: 3665: 97:
and p-values, among others. Some recent developments have highlighted the promising potentials of the CD concept, as an effective inferential tool.
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Classically, a confidence distribution is defined by inverting the upper limits of a series of lower-sided confidence intervals. In particular,
6203: 2276: 5968:"Concurve plots consonance curves, p-value functions, and S-value functions « Statistical Modeling, Causal Inference, and Social Science" 5037:
Xie, M. and Singh, K. (2013). "Confidence Distribution, the Frequentist Distribution Estimator of a Parameter – a Review (with discussion)".
5430:"Nonparametric Fusion Learning for Multiparameters: Synthesize Inferences From Diverse Sources Using Data Depth and Confidence Distribution" 1739:
and it violates the two requirements in the CD definition, it is no longer a "distribution estimator" or a confidence distribution for 
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Point estimators can also be constructed given a confidence distribution estimator for the parameter of interest. For example, given
222:, which is impossible unless fiducial reasoning is involved since, in a frequentist setting, the parameters are fixed and nonrandom. 85:, a confidence distribution contains a wealth of information for constructing almost all types of frequentist inferences, including 6115: 5341:
Singh, K. Xie, M. and Strawderman, W.E. (2005). "Combining Information from Independent Sources Through Confidence Distribution"
5844: 4919: 5862:"Semantic and cognitive tools to aid statistical science: replace confidence and significance by compatibility and surprise" 4949:
Xie, M. (2013). "Rejoinder of Confidence Distribution, the Frequentist Distribution Estimator of a Parameter – a Review".
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pvaluefunctions: Creates and Plots P-Value Functions, S-Value Functions, Confidence Distributions and Confidence Densities
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concept, without any fiducial interpretation or reasoning. Conceptually, a confidence distribution is no different from a
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Singh, K. Xie, M. and Strawderman, W.E. (2007). "Confidence Distribution (CD)-Distribution Estimator of a Parameter", in
2138:{\displaystyle H_{\mathit {\Phi }}(\mu )={\mathit {\Phi }}\left({\frac {{\sqrt {n}}(\mu -{\bar {X}})}{\sigma }}\right)} 6181: 2297: 6107: 6093: 5670: 5293: 3044:. This is also the posterior density of a Bayes matching prior for the five parameters in the binormal distribution. 2145:
is optimal in terms of producing the shortest confidence intervals at any given level. In the case when the variance
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Ser. B. 17, 69—78. (criticism of statistical theories of Jerzy Neyman and Abraham Wald from a fiducial perspective)
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Neyman, J. (1937). "Outline of a theory of statistical estimation based on the classical theory of probability."
6225: 1700: 1562: 1098: 895: 4541:(C) is called "support" in the CD inference and also known as "belief" in the fiducial literature. We have 4402:{\displaystyle {\widehat {\theta }}_{n}=\arg \max _{\theta }h_{n}(\theta ),h_{n}(\theta )=H'_{n}(\theta ).} 4115: 1375:
satisfy the two requirements in the CD definition, and they are confidence distribution functions for 
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is a real parameter, then the measure theoretic definition coincides with the above classical definition.
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A few statistical programs have implemented the ability to construct and graph confidence distributions.
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A simple example of a confidence distribution, that has been broadly used in statistical practice, is a
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Population Estimates From Aerial Photographic Surveys of Naturally and Variably Marked Bowhead Whales
5429: 3460: 2007: 5586: 5411: 4075: 6138: 4835: 3009: 1469:{\displaystyle H_{A}(\mu )={\mathit {\Phi }}\left({\frac {{\sqrt {n}}(\mu -{\bar {X}})}{s}}\right)} 4420:
One can derive a p-value for a test, either one-sided or two-sided, concerning the parameter 
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holds with equality, then the confidence distribution is by definition exact. If, additionally,
538: 75: 6069: 5573: 5398: 3621: 3601: 3550: 3499: 3412: 2288: 2252:{\displaystyle H_{t}(\mu )=F_{t_{n-1}}\left({\frac {{\sqrt {n}}(\mu -{\bar {X}})}{s}}\right)} 1065: 943: 610: 510: 505: 43: 36: 24: 6071:"Confidence Distribution, the Frequentist Distribution Estimator of a Parameter: A Review". 5343: 4877: 3519: 864: 813: 682: 583: 81:
Just as a Bayesian posterior distribution contains a wealth of information for any type of
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See Figure 1 from Xie and Singh (2011) for a graphical illustration of the CD inference.
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Confidence, Likelihood, Probability: Statistical Inference with Confidence Distributions
6170: 5906: 5873: 5861: 5807: 5779: 5745: 5737: 5688: 5641: 5613: 5538: 5491: 5457: 5352: 5266: 5126: 5007: 4981: 3436: 2989: 889: 840: 793: 773: 753: 630: 487: 82: 71: 4275:{\displaystyle {\bar {\theta }}_{n}=\int _{-\infty }^{\infty }t\,\mathrm {d} H_{n}(t)} 3881: 6103: 6089: 5992: 5911: 5893: 5840: 5799: 5749: 5729: 5676: 5666: 5633: 5542: 5530: 5461: 5449: 5289: 5199: 5085: 3568: 578: 94: 5826: 5811: 5645: 5901: 5883: 5832: 5789: 5721: 5623: 5561: 5520: 5441: 5386: 5227: 5189: 5075: 5046: 4958: 4923: 3430: 528: 6192: 5445: 5177: 5080: 5063: 4853: 1022:
be the cumulative distribution function of the standard normal distribution, and
47: 5565: 5390: 1945:{\displaystyle H_{\chi ^{2}}(\theta )=1-F_{\chi _{n-1}^{2}}((n-1)s^{2}/\theta )} 5888: 5557: 5525: 5382: 5369:"Incorporating expert opinions with information from binomial clinical trials." 5308:
Efron, B. (1993). "Bayes and likelihood calculations from confidence intervals.
858: 86: 6014: 5946: 5725: 5194: 4927: 3762:{\displaystyle (-\infty ,H_{n}^{-1}(1-\alpha )],[H_{n}^{-1}(\alpha ),\infty )} 6214: 6204:"CD-posterior --- combining prior and data through confidence distributions." 6153:
The Fisher, Neyman–Pearson theories of testing hypotheses: one theory or two?
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Fraser, D.A.S. (2011). "Is Bayes posterior just quick and dirty confidence?"
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Fraser, D.A.S. (1991). "Statistical inference: Likelihood to significance."
3642:, but in this case the confidence distribution is not a Bayesian posterior. 214:
lying between the upper endpoints of the 0.90 and 0.95 confidence interval,
6177:. (reply to Fisher 1955, which diagnoses a fallacy of "fiducial inference") 6083: 5915: 5281: 2447:{\displaystyle N({1 \over 2}\ln {{1+\rho } \over {1-\rho }},{1 \over n-3})} 105: 5680: 455:
requirement is true only asymptotically and the continuity requirement on
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Cox, D.R. (1958). "Some Problems Connected with Statistical Inference", "
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satisfies the definition of an asymptotic confidence distribution when
314: →  is called a confidence distribution (CD) for a parameter 5628: 6113:
Fisher, R. A. (1955). "Statistical methods and scientific induction"
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Schweder, T. and Hjort, N.L. (2002). "Confidence and likelihood",
4525:{\displaystyle p_{s}(C)=H_{n}(C)=\int _{C}\mathrm {d} H(\theta ).} 6165:
Neyman, Jerzy (1956). "Note on an Article by Sir Ronald Fisher".
3598:. The confidence distribution is in this case binormal with mean 3544: 210:
Efron stated that this distribution "assigns probability 0.05 to
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Bityukov S., Krasnikov N., Nadarajah S. and Smirnova V. (2010) "
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Journal of Agricultural Biological and Environmental Statistics
3655: 3645: 361:, •) is a continuous cumulative distribution function on 6139:
Frequentist prediction intervals and predictive distributions
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An Essay Towards Solving a Problem in the Doctrine of Chances
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is the parameter space of the unknown parameter of interest
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Sankhyā: The Indian Journal of Statistics, Series A (2008-)
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Black, James; Rothman, Ken; Thelwall, Simon (2019-01-23),
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Zabell, S.L. (1992). "R.A.Fisher and fiducial argument",
4179:, natural choices of point estimators include the median 3457:
and known distribution in the plane. The distribution of
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Liu, Dungang; Liu, Regina Y.; Xie, Min-ge (2021-04-30).
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From the CD definition, it is evident that the interval
1830:, the sample-dependent cumulative distribution function 1483:→∞, and it is an asymptotic confidence distribution for 837:
are measurable functions of the data. This implies that
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Schweder T., Sadykova D., Rugh D. and Koski W. (2010) "
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Rafi [aut, Zad; cre; Vigotsky, Andrew D. (2020-04-20),
4586:, ∞), one can show from the CD definition that sup 3870:)%-level confidence intervals of different kinds, for 968: 479: 175:,α) is continuous and increasing in α for each sample 5940: 5938: 5766:
Taraldsen, Gunnar; Lindqvist, Bo Henry (2013-02-01).
5710:"Invariance, model matching and probability matching" 4447: 4291: 4203: 4118: 4078: 4030: 3884: 3770: 3668: 3624: 3604: 3577: 3553: 3522: 3502: 3463: 3439: 3415: 3383: 3339: 3301: 3059: 3012: 2992: 2662: 2474: 2371: 2300: 2155: 2055: 2010: 1965: 1839: 1789: 1749: 1703: 1667: 1616: 1565: 1529: 1493: 1388: 1178: 1139: 1101: 1068: 1028: 946: 898: 867: 843: 816: 796: 776: 756: 712: 685: 679:. The family of confidence regions is not unique. If 653: 633: 613: 586: 541: 513: 490: 6012: 5367:
Xie, M., Liu, R., Daramuju, C.V., Olsan, W. (2012).
5178:"Some Problems Connected with Statistical Inference" 1062:
the cumulative distribution function of the Student
4973:Efron, B. (1998). "R.A.Fisher in the 21st Century" 4799:)} is the corresponding p-value of the test. Here, 5935: 5765: 4524: 4401: 4274: 4146: 4100: 4060: 3970: 3858: 3761: 3630: 3610: 3590: 3559: 3535: 3508: 3488: 3445: 3421: 3401: 3357: 3325: 3285: 3036: 2998: 2976: 2632: 2446: 2351: 2251: 2137: 2034: 1996: 1944: 1811: 1771: 1727: 1673: 1653: 1602: 1551: 1515: 1468: 1364: 1161: 1125: 1087: 1054: 952: 932: 880: 849: 829: 802: 782: 762: 742: 698: 671: 639: 619: 599: 569: 519: 496: 6193:Confidence distributions in statistical inference 5602:"Objective priors for the bivariate normal model" 142:)] be a 100α% lower-side confidence interval for 6212: 5064:"The p-value Function and Statistical Inference" 4321: 2352:{\displaystyle z={1 \over 2}\ln {1+r \over 1-r}} 6157:Journal of the American Statistical Association 5708:Eaton, Morris L.; Sudderth, William D. (2012). 5434:Journal of the American Statistical Association 5215: 5213: 4999:Journal of the American Statistical Association 3047:The very last formula in the classical book by 2004:is the cumulative distribution function of the 6169:. Series B (Methodological) 18 (2): 288–294. 5859: 5707: 5600:Berger, James O.; Sun, Dongchu (2008-04-01). 5241: 5239: 4722:), one can show from the CD definition that p 2643:is an asymptotic confidence distribution for 6100:Statistical Methods and Scientific Inference 5761: 5759: 5693:: CS1 maint: multiple names: authors list ( 5662:Statistical methods and scientific inference 5475: 5473: 5471: 5337: 5335: 5304: 5302: 5261: 5259: 5210: 4895: 4893: 4651:) is the corresponding p-value of the test. 3646:Using confidence distributions for inference 3006:is the Gaussian hypergeometric function and 770:is a confidence distribution with level set 5922: 5860:Rafi, Zad; Greenland, Sander (2020-09-30). 5423: 5421: 4441:under the confidence distribution function 4437:). Denote by the probability mass of a set 3372: 2283:population. It is well known that Fisher's 5824: 5236: 4945: 4943: 4941: 4939: 4937: 4935: 4282:, and the maximum point of the CD density 3567:and axes given by the eigenvectors of the 2259:is an optimal confidence distribution for 1955:is a confidence distribution function for 246:is the sample space corresponding to data 202:(•) is a confidence distribution for  5905: 5887: 5877: 5825:Cox, D. R.; Hinkley, D. V. (1979-09-06). 5793: 5783: 5756: 5627: 5617: 5599: 5555: 5524: 5506: 5468: 5427: 5380: 5332: 5323: 5299: 5256: 5193: 5135: 5112: 5096: 5079: 5033: 5031: 5029: 5027: 5025: 5023: 5021: 5019: 4990: 4890: 4247: 3992:)% confidence interval for the parameter 1728:{\displaystyle H_{\mathit {\Phi }}(\mu )} 1603:{\displaystyle N({\bar {X}},\sigma ^{2})} 1126:{\displaystyle H_{\mathit {\Phi }}(\mu )} 933:{\displaystyle P(\gamma \in A_{p})\geq p} 6167:Journal of the Royal Statistical Society 5990: 5509:"The Confidence Density for Correlation" 5418: 5275: 4967: 3654: 229: 5768:"Fiducial theory and optimal inference" 5371:Annals of Applied Statistics. In press. 5361: 4932: 4922:", "29" 357-372 (Section 4, Page 363) 2454:with a fast rate of convergence, where 2267:Example 2: Bivariate normal correlation 1002: = 1, 2, ...,  116: 6213: 6137:Lawless, F. and Fredette, M. (2005). " 6088:. London: Cambridge University Press. 5928:Kendall, M., & Stuart, A. (1974). 5658: 5061: 5016: 4912: 3650: 3496:defines a confidence distribution for 5932:, Volume ?. (Chapter 21). Wiley. 5665:( ed.). New York: Hafner Press. 5481:Complex Datasets and Inverse Problems 5182:The Annals of Mathematical Statistics 4920:The Annals of Mathematical Statistics 4415: 4147:{\displaystyle H_{n}(\theta )=\beta } 6082:Schweder, T and Hjort, N L (2016). 3358:{\displaystyle 0<\theta <\pi } 3326:{\displaystyle \cos \theta =-\rho r} 1559:are equivalent to state that we use 5659:Fisher, Ronald Aylmer, Sir (1973). 5286:Principles of Statistical Inference 5221:Scandinavian Journal of Statistics. 5175: 4424:, from its confidence distribution 4157: 3978:is a level 100(1 −  1997:{\displaystyle F_{\chi _{n-1}^{2}}} 1654:{\displaystyle N({\bar {X}},s^{2})} 969:Example 1: Normal mean and variance 743:{\displaystyle p\in I\subset (0,1)} 480:A definition with measurable spaces 433:, follows the uniform distribution 13: 6036:"Modern Epidemiology, 2nd Edition" 5484:IMS Lecture Notes—Monograph Series 4827: 4578:is of the type of (−∞,  4503: 4249: 4239: 4234: 4061:{\displaystyle H_{n}^{-1}(\beta )} 3753: 3675: 3579: 3465: 3200: 2737: 2707: 2505: 2082: 2062: 1710: 1413: 1203: 1184: 1108: 318:, if it follows two requirements: 234:The following definition applies; 14: 6237: 6124:On generalized fiducial inference 5930:The Advanced Theory of Statistics 3543:can be chosen as the interior of 1095:distribution. Both the functions 368:(R2) At the true parameter value 6073:International Statistical Review 5866:BMC Medical Research Methodology 5490:, (R. Liu, et al. Eds) 132–150. 5383:"Joint Confidence Distributions" 5039:International Statistical Review 4951:International Statistical Review 3878: ∈ (0, 1). Also 3866:provide 100(1 −  2650:An exact confidence density for 6195:". AIP Conference Proceedings, 6061: 6028: 6006: 5984: 5960: 5853: 5818: 5701: 5652: 5593: 5549: 5500: 5374: 5169: 5062:Fraser, D. A. S. (2019-03-29). 4902:(1930). "Inverse probability." 3489:{\displaystyle \Gamma ^{y}=y-U} 2035:{\displaystyle \chi _{n-1}^{2}} 1735:involves the unknown parameter 1265: 1259: 422:), as a function of the sample 6202:Singh, K. and Xie, M. (2012). 6068:Xie, M. and Singh, K. (2013). 5991:Infanger, Denis (2019-11-29), 5972:statmodeling.stat.columbia.edu 5055: 4516: 4510: 4486: 4480: 4464: 4458: 4393: 4387: 4368: 4362: 4346: 4340: 4269: 4263: 4211: 4135: 4129: 4101:{\displaystyle H_{n}(\theta )} 4095: 4089: 4055: 4049: 3965: 3962: 3943: 3919: 3906: 3885: 3853: 3850: 3830: 3806: 3792: 3771: 3756: 3747: 3741: 3720: 3714: 3711: 3699: 3669: 3365:. This formula was derived by 3190: 3178: 3151: 3131: 3106: 3086: 3077: 3070: 3063: 2971: 2899: 2871: 2855: 2830: 2810: 2785: 2765: 2759: 2740: 2722: 2710: 2704: 2692: 2680: 2673: 2666: 2491: 2485: 2458:is the sample correlation and 2441: 2375: 2236: 2230: 2215: 2172: 2166: 2122: 2116: 2101: 2074: 2068: 2045:In the case when the variance 1939: 1918: 1906: 1903: 1863: 1857: 1806: 1800: 1766: 1760: 1722: 1716: 1648: 1629: 1620: 1597: 1578: 1569: 1546: 1540: 1510: 1504: 1453: 1447: 1432: 1405: 1399: 1346: 1340: 1325: 1282: 1276: 1243: 1237: 1222: 1195: 1189: 1156: 1150: 1120: 1114: 921: 902: 737: 725: 558: 545: 129:in (0, 1), let (−∞,  1: 5446:10.1080/01621459.2021.1902817 5081:10.1080/00031305.2018.1556735 4883: 3037:{\displaystyle \nu =n-1>1} 111: 70:and, in some cases, Bayesian 6016:episheet: Rothman's Episheet 3429:is an unknown vector in the 892:If the defining requirement 7: 5566:10.13140/RG.2.2.23673.49769 5558:"Confidence in Correlation" 5391:10.13140/RG.2.2.33079.85920 4904:Proc. cambridge Pilos. Soc. 4871: 4654:(2) For the singleton test 4544:(1) For the one-sided test 3638:in an infinite-dimensional 3591:{\displaystyle \Gamma ^{y}} 3402:{\displaystyle Y=\gamma +U} 1812:{\displaystyle H_{A}(\mu )} 1772:{\displaystyle H_{t}(\mu )} 1552:{\displaystyle H_{A}(\mu )} 1516:{\displaystyle H_{t}(\mu )} 1162:{\displaystyle H_{t}(\mu )} 1055:{\displaystyle F_{t_{n-1}}} 963: 672:{\displaystyle 0<p<1} 10: 6242: 5889:10.1186/s12874-020-01105-9 5556:Taraldsen, Gunnar (2020). 5526:10.1007/s13171-021-00267-y 5507:Taraldsen, Gunnar (2021). 5381:Taraldsen, Gunnar (2021). 570:{\displaystyle C(A_{p})=p} 484:A confidence distribution 100: 50:or an interval estimator ( 15: 5726:10.1007/s13171-012-0018-4 5068:The American Statistician 4175:) the CD for a parameter 4024: < 1. Here, 3516:. The confidence regions 3377:Let data be generated by 5831:. Chapman and Hall/CRC. 5772:The Annals of Statistics 5606:The Annals of Statistics 5176:Cox, D. R. (June 1958). 3373:Example 3: Binormal mean 16:Not to be confused with 6151:Lehmann, E.L. (1993). " 5232:10.1111/1467-9469.00285 5195:10.1214/aoms/1177706618 4928:10.1214/aoms/1177706618 4806:= (−∞,  4786:), 1 −  3631:{\displaystyle \gamma } 3611:{\displaystyle \gamma } 3560:{\displaystyle \gamma } 3509:{\displaystyle \gamma } 3422:{\displaystyle \gamma } 2277:correlation coefficient 1088:{\displaystyle t_{n-1}} 953:{\displaystyle \gamma } 620:{\displaystyle \gamma } 520:{\displaystyle \gamma } 29:confidence distribution 5828:Theoretical Statistics 5581:Cite journal requires 5406:Cite journal requires 5157:296–325. Reprinted in 4526: 4403: 4276: 4148: 4102: 4062: 4010: > 0 and 3972: 3860: 3763: 3659: 3632: 3612: 3592: 3561: 3537: 3510: 3490: 3447: 3423: 3403: 3359: 3327: 3287: 3038: 3000: 2978: 2634: 2448: 2353: 2253: 2139: 2036: 1998: 1946: 1813: 1773: 1729: 1675: 1655: 1604: 1553: 1517: 1470: 1366: 1163: 1127: 1089: 1056: 954: 934: 882: 851: 831: 804: 784: 764: 744: 700: 673: 641: 621: 601: 571: 521: 498: 66:functions, normalized 6226:Parametric statistics 6116:J. Roy. Statist. Soc. 5147:Phil. Trans. Roy. Soc 5104:Phil. Trans. Roy. Soc 4773:)} = 2 min{ 4527: 4404: 4277: 4149: 4103: 4063: 3973: 3861: 3764: 3658: 3633: 3613: 3593: 3562: 3538: 3536:{\displaystyle A_{p}} 3511: 3491: 3448: 3424: 3404: 3360: 3328: 3288: 3039: 3001: 2979: 2635: 2449: 2364:limiting distribution 2354: 2289:Fisher transformation 2254: 2140: 2037: 1999: 1947: 1814: 1774: 1730: 1676: 1656: 1605: 1554: 1518: 1471: 1367: 1164: 1128: 1090: 1057: 955: 935: 883: 881:{\displaystyle A_{p}} 852: 832: 830:{\displaystyle A_{p}} 805: 785: 765: 745: 701: 699:{\displaystyle A_{p}} 674: 642: 622: 602: 600:{\displaystyle A_{p}} 572: 522: 499: 447:is an asymptotic CD ( 230:The modern definition 37:fiducial distribution 25:statistical inference 6122:Hannig, J. (2009). " 6102:. New York: Hafner. 6098:Fisher, R A (1956). 5344:Annals of Statistics 4975:Statistical Science. 4878:Coverage probability 4445: 4289: 4201: 4116: 4076: 4028: 3882: 3768: 3666: 3622: 3602: 3575: 3551: 3520: 3500: 3461: 3437: 3413: 3381: 3337: 3299: 3057: 3010: 2990: 2660: 2472: 2462:is the sample size. 2369: 2298: 2153: 2053: 2008: 1963: 1837: 1787: 1747: 1701: 1674:{\displaystyle \mu } 1665: 1614: 1563: 1527: 1491: 1386: 1176: 1137: 1099: 1066: 1026: 944: 896: 865: 841: 814: 794: 774: 754: 710: 683: 651: 631: 611: 584: 539: 511: 488: 321:(R1) For each given 117:Classical definition 91:confidence intervals 68:likelihood functions 5141:Bayes, T. (1763). " 5120:Statistical Science 4741:. Thus, 2 min{ 4386: 4243: 4048: 4003: > 0, 3985: −  3942: 3905: 3829: 3791: 3740: 3698: 3651:Confidence interval 3222: 2031: 1991: 1900: 1819:is an aCD for  531:is a distribution 443:Also, the function 93:, critical values, 52:confidence interval 27:, the concept of a 18:Confidence interval 5795:10.1214/13-AOS1083 5440:(540): 2086–2104. 5051:10.1111/insr.12000 4963:10.1111/insr.12001 4522: 4416:Hypothesis testing 4399: 4374: 4329: 4272: 4226: 4144: 4098: 4058: 4031: 3968: 3925: 3888: 3856: 3812: 3774: 3759: 3723: 3681: 3660: 3628: 3608: 3588: 3557: 3533: 3506: 3486: 3443: 3419: 3399: 3355: 3323: 3283: 3199: 3034: 2996: 2974: 2630: 2444: 2349: 2249: 2135: 2032: 2011: 1994: 1971: 1942: 1880: 1826:For the parameter 1809: 1779:is still a CD for 1769: 1725: 1693:For the parameter 1671: 1651: 1600: 1549: 1513: 1466: 1362: 1159: 1123: 1085: 1052: 950: 930: 878: 847: 827: 800: 780: 760: 740: 696: 669: 637: 617: 597: 579:confidence regions 567: 517: 494: 83:Bayesian inference 6221:Estimation theory 6128:Statistica Sinica 5846:978-0-429-17021-8 5629:10.1214/07-AOS501 5074:(sup1): 135–147. 4320: 4302: 4214: 4108:or it solves for 3446:{\displaystyle U} 3277: 3244: 3197: 3170: 3125: 2999:{\displaystyle F} 2969: 2945: 2926: 2910: 2893: 2849: 2804: 2763: 2757: 2735: 2618: 2586: 2573: 2541: 2526: 2439: 2418: 2386: 2347: 2315: 2243: 2233: 2213: 2129: 2119: 2099: 1632: 1581: 1460: 1450: 1430: 1353: 1343: 1323: 1263: 1250: 1240: 1220: 850:{\displaystyle C} 803:{\displaystyle C} 783:{\displaystyle I} 763:{\displaystyle C} 640:{\displaystyle p} 497:{\displaystyle C} 95:statistical power 6233: 6055: 6054: 6052: 6051: 6042:. Archived from 6040:www.krothman.org 6032: 6026: 6025: 6024: 6023: 6010: 6004: 6003: 6002: 6001: 5988: 5982: 5981: 5979: 5978: 5964: 5958: 5957: 5956: 5955: 5942: 5933: 5926: 5920: 5919: 5909: 5891: 5881: 5857: 5851: 5850: 5822: 5816: 5815: 5797: 5787: 5763: 5754: 5753: 5705: 5699: 5698: 5692: 5684: 5656: 5650: 5649: 5631: 5621: 5597: 5591: 5590: 5584: 5579: 5577: 5569: 5553: 5547: 5546: 5528: 5504: 5498: 5477: 5466: 5465: 5425: 5416: 5415: 5409: 5404: 5402: 5394: 5378: 5372: 5365: 5359: 5339: 5330: 5327: 5321: 5306: 5297: 5279: 5273: 5263: 5254: 5243: 5234: 5217: 5208: 5207: 5197: 5173: 5167: 5139: 5133: 5116: 5110: 5100: 5094: 5093: 5083: 5059: 5053: 5035: 5014: 4994: 4988: 4971: 4965: 4947: 4930: 4916: 4910: 4897: 4868: 4859: 4849: 4845: 4841: 4531: 4529: 4528: 4523: 4506: 4501: 4500: 4479: 4478: 4457: 4456: 4408: 4406: 4405: 4400: 4382: 4361: 4360: 4339: 4338: 4328: 4310: 4309: 4304: 4303: 4295: 4281: 4279: 4278: 4273: 4262: 4261: 4252: 4242: 4237: 4222: 4221: 4216: 4215: 4207: 4197:(1/2), the mean 4158:Point estimation 4153: 4151: 4150: 4145: 4128: 4127: 4107: 4105: 4104: 4099: 4088: 4087: 4067: 4065: 4064: 4059: 4047: 4039: 3977: 3975: 3974: 3971:{\displaystyle } 3969: 3961: 3960: 3941: 3933: 3918: 3917: 3904: 3896: 3865: 3863: 3862: 3859:{\displaystyle } 3857: 3846: 3828: 3820: 3802: 3790: 3782: 3766: 3765: 3760: 3739: 3731: 3697: 3689: 3637: 3635: 3634: 3629: 3617: 3615: 3614: 3609: 3597: 3595: 3594: 3589: 3587: 3586: 3566: 3564: 3563: 3558: 3542: 3540: 3539: 3534: 3532: 3531: 3515: 3513: 3512: 3507: 3495: 3493: 3492: 3487: 3473: 3472: 3452: 3450: 3449: 3444: 3428: 3426: 3425: 3420: 3408: 3406: 3405: 3400: 3364: 3362: 3361: 3356: 3332: 3330: 3329: 3324: 3292: 3290: 3289: 3284: 3282: 3278: 3276: 3269: 3268: 3258: 3245: 3237: 3228: 3221: 3210: 3198: 3196: 3173: 3172: 3171: 3166: 3155: 3149: 3148: 3127: 3126: 3121: 3110: 3104: 3103: 3084: 3073: 3043: 3041: 3040: 3035: 3005: 3003: 3002: 2997: 2983: 2981: 2980: 2975: 2970: 2965: 2951: 2946: 2938: 2927: 2919: 2911: 2903: 2895: 2894: 2889: 2875: 2851: 2850: 2845: 2834: 2828: 2827: 2806: 2805: 2800: 2789: 2783: 2782: 2764: 2762: 2758: 2750: 2736: 2728: 2725: 2687: 2676: 2639: 2637: 2636: 2631: 2629: 2625: 2624: 2620: 2619: 2617: 2606: 2595: 2587: 2579: 2574: 2572: 2561: 2550: 2542: 2534: 2527: 2516: 2509: 2508: 2484: 2483: 2453: 2451: 2450: 2445: 2440: 2438: 2424: 2419: 2417: 2406: 2395: 2387: 2379: 2358: 2356: 2355: 2350: 2348: 2346: 2335: 2324: 2316: 2308: 2281:bivariate normal 2258: 2256: 2255: 2250: 2248: 2244: 2239: 2235: 2234: 2226: 2214: 2209: 2206: 2200: 2199: 2198: 2197: 2165: 2164: 2144: 2142: 2141: 2136: 2134: 2130: 2125: 2121: 2120: 2112: 2100: 2095: 2092: 2086: 2085: 2067: 2066: 2065: 2041: 2039: 2038: 2033: 2030: 2025: 2003: 2001: 2000: 1995: 1993: 1992: 1990: 1985: 1951: 1949: 1948: 1943: 1935: 1930: 1929: 1902: 1901: 1899: 1894: 1856: 1855: 1854: 1853: 1818: 1816: 1815: 1810: 1799: 1798: 1778: 1776: 1775: 1770: 1759: 1758: 1734: 1732: 1731: 1726: 1715: 1714: 1713: 1681:, respectively. 1680: 1678: 1677: 1672: 1660: 1658: 1657: 1652: 1647: 1646: 1634: 1633: 1625: 1609: 1607: 1606: 1601: 1596: 1595: 1583: 1582: 1574: 1558: 1556: 1555: 1550: 1539: 1538: 1522: 1520: 1519: 1514: 1503: 1502: 1475: 1473: 1472: 1467: 1465: 1461: 1456: 1452: 1451: 1443: 1431: 1426: 1423: 1417: 1416: 1398: 1397: 1379:. Furthermore, 1371: 1369: 1368: 1363: 1358: 1354: 1349: 1345: 1344: 1336: 1324: 1319: 1316: 1310: 1309: 1308: 1307: 1275: 1274: 1264: 1261: 1255: 1251: 1246: 1242: 1241: 1233: 1221: 1216: 1213: 1207: 1206: 1188: 1187: 1168: 1166: 1165: 1160: 1149: 1148: 1132: 1130: 1129: 1124: 1113: 1112: 1111: 1094: 1092: 1091: 1086: 1084: 1083: 1061: 1059: 1058: 1053: 1051: 1050: 1049: 1048: 959: 957: 956: 951: 939: 937: 936: 931: 920: 919: 887: 885: 884: 879: 877: 876: 856: 854: 853: 848: 836: 834: 833: 828: 826: 825: 809: 807: 806: 801: 789: 787: 786: 781: 769: 767: 766: 761: 749: 747: 746: 741: 706:only exists for 705: 703: 702: 697: 695: 694: 678: 676: 675: 670: 646: 644: 643: 638: 626: 624: 623: 618: 606: 604: 603: 598: 596: 595: 577:for a family of 576: 574: 573: 568: 557: 556: 529:measurable space 526: 524: 523: 518: 503: 501: 500: 495: 464:(•) is dropped. 193:(•) =  6241: 6240: 6236: 6235: 6234: 6232: 6231: 6230: 6211: 6210: 6209: 6064: 6059: 6058: 6049: 6047: 6034: 6033: 6029: 6021: 6019: 6011: 6007: 5999: 5997: 5989: 5985: 5976: 5974: 5966: 5965: 5961: 5953: 5951: 5943: 5936: 5927: 5923: 5858: 5854: 5847: 5823: 5819: 5764: 5757: 5706: 5702: 5686: 5685: 5673: 5657: 5653: 5598: 5594: 5582: 5580: 5571: 5570: 5554: 5550: 5505: 5501: 5478: 5469: 5426: 5419: 5407: 5405: 5396: 5395: 5379: 5375: 5366: 5362: 5340: 5333: 5328: 5324: 5307: 5300: 5280: 5276: 5264: 5257: 5244: 5237: 5218: 5211: 5174: 5170: 5166:(1958) 293–315. 5140: 5136: 5117: 5113: 5101: 5097: 5060: 5056: 5036: 5017: 4995: 4991: 4972: 4968: 4948: 4933: 4917: 4913: 4898: 4891: 4886: 4874: 4866: 4857: 4847: 4844:pvaluefunctions 4843: 4839: 4830: 4828:Implementations 4816: 4805: 4794: 4781: 4772: 4765: 4756: 4749: 4733:)} ≤  4732: 4725: 4721: 4714: 4705: 4695: 4675: 4660: 4646: 4633: 4612: 4603: 4595: 4565: 4550: 4540: 4502: 4496: 4492: 4474: 4470: 4452: 4448: 4446: 4443: 4442: 4432: 4418: 4378: 4356: 4352: 4334: 4330: 4324: 4305: 4294: 4293: 4292: 4290: 4287: 4286: 4257: 4253: 4248: 4238: 4230: 4217: 4206: 4205: 4204: 4202: 4199: 4198: 4196: 4187: 4170: 4160: 4123: 4119: 4117: 4114: 4113: 4083: 4079: 4077: 4074: 4073: 4040: 4035: 4029: 4026: 4025: 4023: 4016: 4009: 4002: 3991: 3984: 3956: 3952: 3934: 3929: 3913: 3909: 3897: 3892: 3883: 3880: 3879: 3842: 3821: 3816: 3798: 3783: 3778: 3769: 3732: 3727: 3690: 3685: 3667: 3664: 3663: 3653: 3648: 3623: 3620: 3619: 3603: 3600: 3599: 3582: 3578: 3576: 3573: 3572: 3552: 3549: 3548: 3527: 3523: 3521: 3518: 3517: 3501: 3498: 3497: 3468: 3464: 3462: 3459: 3458: 3438: 3435: 3434: 3414: 3411: 3410: 3382: 3379: 3378: 3375: 3338: 3335: 3334: 3300: 3297: 3296: 3264: 3260: 3259: 3236: 3229: 3227: 3223: 3211: 3203: 3174: 3156: 3154: 3150: 3144: 3140: 3111: 3109: 3105: 3099: 3095: 3085: 3083: 3069: 3058: 3055: 3054: 3011: 3008: 3007: 2991: 2988: 2987: 2952: 2950: 2937: 2918: 2902: 2876: 2874: 2870: 2835: 2833: 2829: 2823: 2819: 2790: 2788: 2784: 2778: 2774: 2749: 2727: 2726: 2688: 2686: 2672: 2661: 2658: 2657: 2607: 2596: 2594: 2578: 2562: 2551: 2549: 2533: 2532: 2528: 2515: 2514: 2510: 2504: 2503: 2479: 2475: 2473: 2470: 2469: 2428: 2423: 2407: 2396: 2394: 2378: 2370: 2367: 2366: 2336: 2325: 2323: 2307: 2299: 2296: 2295: 2287:defined by the 2269: 2225: 2224: 2208: 2207: 2205: 2201: 2187: 2183: 2182: 2178: 2160: 2156: 2154: 2151: 2150: 2111: 2110: 2094: 2093: 2091: 2087: 2081: 2080: 2061: 2060: 2056: 2054: 2051: 2050: 2042:distribution . 2026: 2015: 2009: 2006: 2005: 1986: 1975: 1970: 1966: 1964: 1961: 1960: 1931: 1925: 1921: 1895: 1884: 1879: 1875: 1849: 1845: 1844: 1840: 1838: 1835: 1834: 1794: 1790: 1788: 1785: 1784: 1754: 1750: 1748: 1745: 1744: 1709: 1708: 1704: 1702: 1699: 1698: 1666: 1663: 1662: 1642: 1638: 1624: 1623: 1615: 1612: 1611: 1591: 1587: 1573: 1572: 1564: 1561: 1560: 1534: 1530: 1528: 1525: 1524: 1498: 1494: 1492: 1489: 1488: 1442: 1441: 1425: 1424: 1422: 1418: 1412: 1411: 1393: 1389: 1387: 1384: 1383: 1335: 1334: 1318: 1317: 1315: 1311: 1297: 1293: 1292: 1288: 1270: 1266: 1260: 1232: 1231: 1215: 1214: 1212: 1208: 1202: 1201: 1183: 1179: 1177: 1174: 1173: 1144: 1140: 1138: 1135: 1134: 1107: 1106: 1102: 1100: 1097: 1096: 1073: 1069: 1067: 1064: 1063: 1038: 1034: 1033: 1029: 1027: 1024: 1023: 985: 971: 966: 945: 942: 941: 915: 911: 897: 894: 893: 872: 868: 866: 863: 862: 842: 839: 838: 821: 817: 815: 812: 811: 795: 792: 791: 775: 772: 771: 755: 752: 751: 711: 708: 707: 690: 686: 684: 681: 680: 652: 649: 648: 647:for all levels 632: 629: 628: 612: 609: 608: 591: 587: 585: 582: 581: 552: 548: 540: 537: 536: 512: 509: 508: 489: 486: 485: 482: 463: 432: 421: 414: 403: 394: 387: 378: 360: 351: 342: 329: 305: 294: 285: 272: 263: 256: 232: 201: 192: 183: 174: 167: 154: 137: 119: 114: 103: 87:point estimates 48:point estimator 21: 12: 11: 5: 6239: 6229: 6228: 6223: 6208: 6207: 6200: 6189: 6178: 6163: 6149: 6135: 6120: 6111: 6096: 6080: 6065: 6063: 6060: 6057: 6056: 6027: 6005: 5983: 5959: 5934: 5921: 5852: 5845: 5837:10.1201/b14832 5817: 5755: 5720:(2): 170–193. 5700: 5671: 5651: 5592: 5583:|journal= 5548: 5499: 5467: 5417: 5408:|journal= 5373: 5360: 5331: 5322: 5298: 5274: 5255: 5235: 5209: 5188:(2): 357–372. 5168: 5134: 5111: 5095: 5054: 5015: 4989: 4966: 4931: 4911: 4888: 4887: 4885: 4882: 4881: 4880: 4873: 4870: 4829: 4826: 4817: = [ 4814: 4803: 4790: 4777: 4770: 4761: 4754: 4745: 4737:) =  4730: 4723: 4719: 4710: 4693: 4688: 4673: 4658: 4642: 4638:) =  4629: 4621:) =  4617:) ≤  4608: 4599: 4587: 4563: 4548: 4536: 4521: 4518: 4515: 4512: 4509: 4505: 4499: 4495: 4491: 4488: 4485: 4482: 4477: 4473: 4469: 4466: 4463: 4460: 4455: 4451: 4428: 4417: 4414: 4410: 4409: 4398: 4395: 4392: 4389: 4385: 4381: 4377: 4373: 4370: 4367: 4364: 4359: 4355: 4351: 4348: 4345: 4342: 4337: 4333: 4327: 4323: 4319: 4316: 4313: 4308: 4301: 4298: 4271: 4268: 4265: 4260: 4256: 4251: 4246: 4241: 4236: 4233: 4229: 4225: 4220: 4213: 4210: 4192: 4183: 4166: 4159: 4156: 4143: 4140: 4137: 4134: 4131: 4126: 4122: 4097: 4094: 4091: 4086: 4082: 4072:% quantile of 4057: 4054: 4051: 4046: 4043: 4038: 4034: 4021: 4014: 4007: 4000: 3989: 3982: 3967: 3964: 3959: 3955: 3951: 3948: 3945: 3940: 3937: 3932: 3928: 3924: 3921: 3916: 3912: 3908: 3903: 3900: 3895: 3891: 3887: 3855: 3852: 3849: 3845: 3841: 3838: 3835: 3832: 3827: 3824: 3819: 3815: 3811: 3808: 3805: 3801: 3797: 3794: 3789: 3786: 3781: 3777: 3773: 3758: 3755: 3752: 3749: 3746: 3743: 3738: 3735: 3730: 3726: 3722: 3719: 3716: 3713: 3710: 3707: 3704: 3701: 3696: 3693: 3688: 3684: 3680: 3677: 3674: 3671: 3652: 3649: 3647: 3644: 3627: 3607: 3585: 3581: 3556: 3530: 3526: 3505: 3485: 3482: 3479: 3476: 3471: 3467: 3442: 3418: 3398: 3395: 3392: 3389: 3386: 3374: 3371: 3354: 3351: 3348: 3345: 3342: 3322: 3319: 3316: 3313: 3310: 3307: 3304: 3281: 3275: 3272: 3267: 3263: 3257: 3254: 3251: 3248: 3243: 3240: 3235: 3232: 3226: 3220: 3217: 3214: 3209: 3206: 3202: 3195: 3192: 3189: 3186: 3183: 3180: 3177: 3169: 3165: 3162: 3159: 3153: 3147: 3143: 3139: 3136: 3133: 3130: 3124: 3120: 3117: 3114: 3108: 3102: 3098: 3094: 3091: 3088: 3082: 3079: 3076: 3072: 3068: 3065: 3062: 3033: 3030: 3027: 3024: 3021: 3018: 3015: 2995: 2973: 2968: 2964: 2961: 2958: 2955: 2949: 2944: 2941: 2936: 2933: 2930: 2925: 2922: 2917: 2914: 2909: 2906: 2901: 2898: 2892: 2888: 2885: 2882: 2879: 2873: 2869: 2866: 2863: 2860: 2857: 2854: 2848: 2844: 2841: 2838: 2832: 2826: 2822: 2818: 2815: 2812: 2809: 2803: 2799: 2796: 2793: 2787: 2781: 2777: 2773: 2770: 2767: 2761: 2756: 2753: 2748: 2745: 2742: 2739: 2734: 2731: 2724: 2721: 2718: 2715: 2712: 2709: 2706: 2703: 2700: 2697: 2694: 2691: 2685: 2682: 2679: 2675: 2671: 2668: 2665: 2641: 2640: 2628: 2623: 2616: 2613: 2610: 2605: 2602: 2599: 2593: 2590: 2585: 2582: 2577: 2571: 2568: 2565: 2560: 2557: 2554: 2548: 2545: 2540: 2537: 2531: 2525: 2522: 2519: 2513: 2507: 2502: 2499: 2496: 2493: 2490: 2487: 2482: 2478: 2443: 2437: 2434: 2431: 2427: 2422: 2416: 2413: 2410: 2405: 2402: 2399: 2393: 2390: 2385: 2382: 2377: 2374: 2360: 2359: 2345: 2342: 2339: 2334: 2331: 2328: 2322: 2319: 2314: 2311: 2306: 2303: 2268: 2265: 2247: 2242: 2238: 2232: 2229: 2223: 2220: 2217: 2212: 2204: 2196: 2193: 2190: 2186: 2181: 2177: 2174: 2171: 2168: 2163: 2159: 2133: 2128: 2124: 2118: 2115: 2109: 2106: 2103: 2098: 2090: 2084: 2079: 2076: 2073: 2070: 2064: 2059: 2029: 2024: 2021: 2018: 2014: 1989: 1984: 1981: 1978: 1974: 1969: 1953: 1952: 1941: 1938: 1934: 1928: 1924: 1920: 1917: 1914: 1911: 1908: 1905: 1898: 1893: 1890: 1887: 1883: 1878: 1874: 1871: 1868: 1865: 1862: 1859: 1852: 1848: 1843: 1808: 1805: 1802: 1797: 1793: 1768: 1765: 1762: 1757: 1753: 1724: 1721: 1718: 1712: 1707: 1670: 1650: 1645: 1641: 1637: 1631: 1628: 1622: 1619: 1599: 1594: 1590: 1586: 1580: 1577: 1571: 1568: 1548: 1545: 1542: 1537: 1533: 1512: 1509: 1506: 1501: 1497: 1487:. The uses of 1477: 1476: 1464: 1459: 1455: 1449: 1446: 1440: 1437: 1434: 1429: 1421: 1415: 1410: 1407: 1404: 1401: 1396: 1392: 1373: 1372: 1361: 1357: 1352: 1348: 1342: 1339: 1333: 1330: 1327: 1322: 1314: 1306: 1303: 1300: 1296: 1291: 1287: 1284: 1281: 1278: 1273: 1269: 1258: 1254: 1249: 1245: 1239: 1236: 1230: 1227: 1224: 1219: 1211: 1205: 1200: 1197: 1194: 1191: 1186: 1182: 1158: 1155: 1152: 1147: 1143: 1122: 1119: 1116: 1110: 1105: 1082: 1079: 1076: 1072: 1047: 1044: 1041: 1037: 1032: 981: 970: 967: 965: 962: 949: 929: 926: 923: 918: 914: 910: 907: 904: 901: 875: 871: 859:random measure 846: 824: 820: 799: 779: 759: 739: 736: 733: 730: 727: 724: 721: 718: 715: 693: 689: 668: 665: 662: 659: 656: 636: 616: 594: 590: 566: 563: 560: 555: 551: 547: 544: 516: 493: 481: 478: 459: 441: 440: 439: 438: 428: 419: 410: 399: 395:) ≡  392: 383: 376: 366: 356: 347: 338: 325: 301: 290: 281: 268: 261: 252: 231: 228: 208: 207: 197: 188: 179: 172: 163: 150: 133: 118: 115: 113: 110: 102: 99: 9: 6: 4: 3: 2: 6238: 6227: 6224: 6222: 6219: 6218: 6216: 6205: 6201: 6198: 6194: 6190: 6188:2010 15: 1–19 6187: 6183: 6179: 6176: 6172: 6168: 6164: 6161: 6158: 6154: 6150: 6147: 6144: 6140: 6136: 6133: 6129: 6125: 6121: 6118: 6117: 6112: 6109: 6108:0-02-844740-9 6105: 6101: 6097: 6095: 6094:9781139046671 6091: 6087: 6084: 6081: 6078: 6074: 6070: 6067: 6066: 6046:on 2020-01-29 6045: 6041: 6037: 6031: 6018: 6017: 6009: 5996: 5995: 5987: 5973: 5969: 5963: 5950: 5949: 5941: 5939: 5931: 5925: 5917: 5913: 5908: 5903: 5899: 5895: 5890: 5885: 5880: 5875: 5871: 5867: 5863: 5856: 5848: 5842: 5838: 5834: 5830: 5829: 5821: 5813: 5809: 5805: 5801: 5796: 5791: 5786: 5781: 5777: 5773: 5769: 5762: 5760: 5751: 5747: 5743: 5739: 5735: 5731: 5727: 5723: 5719: 5715: 5711: 5704: 5696: 5690: 5682: 5678: 5674: 5672:0-02-844740-9 5668: 5664: 5663: 5655: 5647: 5643: 5639: 5635: 5630: 5625: 5620: 5615: 5611: 5607: 5603: 5596: 5588: 5575: 5567: 5563: 5559: 5552: 5544: 5540: 5536: 5532: 5527: 5522: 5518: 5514: 5510: 5503: 5497: 5493: 5489: 5485: 5482: 5476: 5474: 5472: 5463: 5459: 5455: 5451: 5447: 5443: 5439: 5435: 5431: 5424: 5422: 5413: 5400: 5392: 5388: 5384: 5377: 5370: 5364: 5358: 5354: 5350: 5346: 5345: 5338: 5336: 5326: 5320: 5318: 5313: 5310: 5305: 5303: 5295: 5294:0-521-68567-2 5291: 5287: 5283: 5278: 5272: 5268: 5262: 5260: 5252: 5248: 5242: 5240: 5233: 5229: 5225: 5222: 5216: 5214: 5205: 5201: 5196: 5191: 5187: 5183: 5179: 5172: 5165: 5162: 5161: 5156: 5152: 5148: 5144: 5138: 5132: 5128: 5124: 5121: 5115: 5108: 5105: 5099: 5091: 5087: 5082: 5077: 5073: 5069: 5065: 5058: 5052: 5048: 5044: 5040: 5034: 5032: 5030: 5028: 5026: 5024: 5022: 5020: 5013: 5009: 5005: 5001: 5000: 4993: 4987: 4983: 4979: 4976: 4970: 4964: 4960: 4956: 4952: 4946: 4944: 4942: 4940: 4938: 4936: 4929: 4925: 4921: 4915: 4908: 4905: 4901: 4896: 4894: 4889: 4879: 4876: 4875: 4869: 4864: 4860: 4855: 4851: 4837: 4833: 4825: 4822: 4820: 4813: 4809: 4802: 4798: 4793: 4789: 4785: 4780: 4776: 4769: 4764: 4760: 4753: 4748: 4744: 4740: 4736: 4729: 4718: 4713: 4709: 4703: 4700: =  4699: 4692: 4687: 4683: 4680: ≠  4679: 4672: 4668: 4665: =  4664: 4657: 4652: 4650: 4645: 4641: 4637: 4632: 4628: 4624: 4620: 4616: 4611: 4607: 4602: 4598: 4594: 4591: ∈  4590: 4585: 4581: 4577: 4573: 4570: ∈  4569: 4562: 4558: 4555: ∈  4554: 4547: 4542: 4539: 4535: 4519: 4513: 4507: 4497: 4493: 4489: 4483: 4475: 4471: 4467: 4461: 4453: 4449: 4440: 4436: 4431: 4427: 4423: 4413: 4396: 4390: 4383: 4379: 4375: 4371: 4365: 4357: 4353: 4349: 4343: 4335: 4331: 4325: 4317: 4314: 4311: 4306: 4299: 4296: 4285: 4284: 4283: 4266: 4258: 4254: 4244: 4231: 4227: 4223: 4218: 4208: 4195: 4191: 4188: =  4186: 4182: 4178: 4174: 4169: 4165: 4155: 4141: 4138: 4132: 4124: 4120: 4111: 4092: 4084: 4080: 4071: 4052: 4044: 4041: 4036: 4032: 4020: 4017: +  4013: 4006: 3999: 3995: 3988: 3981: 3957: 3953: 3949: 3946: 3938: 3935: 3930: 3926: 3922: 3914: 3910: 3901: 3898: 3893: 3889: 3877: 3873: 3869: 3847: 3843: 3839: 3836: 3833: 3825: 3822: 3817: 3813: 3809: 3803: 3799: 3795: 3787: 3784: 3779: 3775: 3750: 3744: 3736: 3733: 3728: 3724: 3717: 3708: 3705: 3702: 3694: 3691: 3686: 3682: 3678: 3672: 3657: 3643: 3641: 3640:Hilbert space 3625: 3605: 3583: 3570: 3554: 3546: 3528: 3524: 3503: 3483: 3480: 3477: 3474: 3469: 3456: 3440: 3432: 3416: 3396: 3393: 3390: 3387: 3384: 3370: 3368: 3352: 3349: 3346: 3343: 3340: 3320: 3317: 3314: 3311: 3308: 3305: 3302: 3293: 3279: 3273: 3270: 3265: 3261: 3255: 3252: 3249: 3246: 3241: 3238: 3233: 3230: 3224: 3218: 3215: 3212: 3207: 3204: 3193: 3187: 3184: 3181: 3175: 3167: 3163: 3160: 3157: 3145: 3141: 3137: 3134: 3128: 3122: 3118: 3115: 3112: 3100: 3096: 3092: 3089: 3080: 3074: 3066: 3060: 3052: 3050: 3045: 3031: 3028: 3025: 3022: 3019: 3016: 3013: 2993: 2984: 2966: 2962: 2959: 2956: 2953: 2947: 2942: 2939: 2934: 2931: 2928: 2923: 2920: 2915: 2912: 2907: 2904: 2896: 2890: 2886: 2883: 2880: 2877: 2867: 2864: 2861: 2858: 2852: 2846: 2842: 2839: 2836: 2824: 2820: 2816: 2813: 2807: 2801: 2797: 2794: 2791: 2779: 2775: 2771: 2768: 2754: 2751: 2746: 2743: 2732: 2729: 2719: 2716: 2713: 2701: 2698: 2695: 2689: 2683: 2677: 2669: 2663: 2655: 2653: 2648: 2646: 2626: 2621: 2614: 2611: 2608: 2603: 2600: 2597: 2591: 2588: 2583: 2580: 2575: 2569: 2566: 2563: 2558: 2555: 2552: 2546: 2543: 2538: 2535: 2529: 2523: 2520: 2517: 2511: 2500: 2497: 2494: 2488: 2480: 2476: 2468: 2467: 2466: 2465:The function 2463: 2461: 2457: 2435: 2432: 2429: 2425: 2420: 2414: 2411: 2408: 2403: 2400: 2397: 2391: 2388: 2383: 2380: 2372: 2365: 2343: 2340: 2337: 2332: 2329: 2326: 2320: 2317: 2312: 2309: 2304: 2301: 2294: 2293: 2292: 2290: 2286: 2282: 2278: 2274: 2264: 2262: 2245: 2240: 2227: 2221: 2218: 2210: 2202: 2194: 2191: 2188: 2184: 2179: 2175: 2169: 2161: 2157: 2148: 2131: 2126: 2113: 2107: 2104: 2096: 2088: 2077: 2071: 2057: 2048: 2043: 2027: 2022: 2019: 2016: 2012: 1987: 1982: 1979: 1976: 1972: 1967: 1958: 1936: 1932: 1926: 1922: 1915: 1912: 1909: 1896: 1891: 1888: 1885: 1881: 1876: 1872: 1869: 1866: 1860: 1850: 1846: 1841: 1833: 1832: 1831: 1829: 1824: 1822: 1803: 1795: 1791: 1782: 1763: 1755: 1751: 1742: 1738: 1719: 1705: 1696: 1691: 1690: 1688: 1685:(2) Variance 1682: 1668: 1643: 1639: 1635: 1626: 1617: 1592: 1588: 1584: 1575: 1566: 1543: 1535: 1531: 1507: 1499: 1495: 1486: 1482: 1462: 1457: 1444: 1438: 1435: 1427: 1419: 1408: 1402: 1394: 1390: 1382: 1381: 1380: 1378: 1359: 1355: 1350: 1337: 1331: 1328: 1320: 1312: 1304: 1301: 1298: 1294: 1289: 1285: 1279: 1271: 1267: 1256: 1252: 1247: 1234: 1228: 1225: 1217: 1209: 1198: 1192: 1180: 1172: 1171: 1170: 1153: 1145: 1141: 1117: 1103: 1080: 1077: 1074: 1070: 1045: 1042: 1039: 1035: 1030: 1021: 1016: 1015: 1013: 1010:(1) Variance 1007: 1005: 1001: 997: 993: 989: 986: ~  984: 980: 976: 961: 947: 927: 924: 916: 912: 908: 905: 899: 891: 873: 869: 860: 844: 822: 818: 797: 777: 757: 734: 731: 728: 722: 719: 716: 713: 691: 687: 666: 663: 660: 657: 654: 634: 614: 592: 588: 580: 564: 561: 553: 549: 542: 534: 530: 514: 507: 491: 477: 473: 469: 465: 462: 458: 454: 450: 446: 436: 431: 427: 426: 418: 413: 409: 408: 402: 398: 391: 386: 382: 375: 372: =  371: 367: 364: 359: 355: 350: 346: 341: 337: 333: 328: 324: 320: 319: 317: 313: 310: ×  309: 306:, •) on 304: 300: 299: 293: 289: 284: 280: 276: 275: 274: 271: 267: 260: 255: 251: 250: 245: 241: 237: 227: 223: 221: 217: 213: 205: 200: 196: 191: 187: 182: 178: 171: 166: 162: 158: 153: 149: 145: 141: 136: 132: 128: 124: 123: 122: 109: 107: 98: 96: 92: 88: 84: 79: 77: 74:and Bayesian 73: 69: 65: 60: 55: 53: 49: 45: 40: 38: 34: 30: 26: 19: 6196: 6185: 6166: 6159: 6156: 6145: 6142: 6131: 6127: 6114: 6099: 6085: 6076: 6072: 6062:Bibliography 6048:. Retrieved 6044:the original 6039: 6030: 6020:, retrieved 6015: 6008: 5998:, retrieved 5993: 5986: 5975:. Retrieved 5971: 5962: 5952:, retrieved 5947: 5929: 5924: 5869: 5865: 5855: 5827: 5820: 5775: 5771: 5717: 5713: 5703: 5661: 5654: 5609: 5605: 5595: 5574:cite journal 5551: 5516: 5512: 5502: 5487: 5483: 5480: 5437: 5433: 5399:cite journal 5376: 5363: 5348: 5342: 5325: 5316: 5314: 5309: 5285: 5277: 5250: 5246: 5223: 5220: 5185: 5181: 5171: 5163: 5158: 5154: 5150: 5146: 5137: 5122: 5119: 5114: 5106: 5103: 5098: 5071: 5067: 5057: 5042: 5038: 5003: 4997: 4992: 4977: 4974: 4969: 4954: 4950: 4914: 4906: 4903: 4900:Fisher, R.A. 4861: 4852: 4834: 4831: 4823: 4818: 4811: 4807: 4800: 4796: 4791: 4787: 4783: 4778: 4774: 4767: 4762: 4758: 4751: 4746: 4742: 4738: 4734: 4727: 4716: 4711: 4707: 4706:(2 min{ 4701: 4697: 4690: 4685: 4681: 4677: 4670: 4666: 4662: 4655: 4653: 4648: 4643: 4639: 4635: 4630: 4626: 4622: 4618: 4614: 4609: 4605: 4600: 4596: 4592: 4588: 4583: 4579: 4575: 4571: 4567: 4560: 4556: 4552: 4545: 4543: 4537: 4533: 4438: 4434: 4429: 4425: 4421: 4419: 4411: 4193: 4189: 4184: 4180: 4176: 4172: 4167: 4163: 4161: 4112:in equation 4109: 4069: 4018: 4011: 4004: 3997: 3993: 3986: 3979: 3875: 3871: 3867: 3661: 3547:centered at 3376: 3294: 3053: 3046: 2985: 2656: 2651: 2649: 2644: 2642: 2464: 2459: 2455: 2361: 2284: 2275:denotes the 2272: 2270: 2260: 2149:is unknown, 2146: 2046: 2044: 1956: 1954: 1827: 1825: 1820: 1780: 1740: 1736: 1694: 1692: 1686: 1684: 1683: 1661:to estimate 1484: 1480: 1478: 1376: 1374: 1019: 1017: 1011: 1009: 1008: 1003: 999: 995: 991: 987: 982: 978: 972: 483: 474: 470: 466: 460: 456: 452: 448: 444: 442: 434: 429: 424: 423: 416: 411: 406: 405: 400: 396: 389: 384: 380: 373: 369: 362: 357: 353: 348: 344: 339: 335: 331: 326: 322: 315: 311: 307: 302: 297: 296: 291: 287: 282: 278: 269: 265: 258: 253: 248: 247: 243: 239: 235: 233: 224: 219: 215: 211: 209: 203: 198: 194: 189: 185: 180: 176: 169: 164: 160: 156: 151: 147: 143: 139: 134: 130: 126: 120: 104: 80: 56: 41: 32: 28: 22: 6143:Biometrika. 5519:: 600–616. 5351:, 159–183. 5296:. (page 66) 5125:, 299-316. 5006:, 258–265. 4821:, ∞). 1743:. However, 890:random set. 627:with level 277:A function 44:frequentist 6215:Categories 6199:, 346-353. 6162:1242–1249. 6134:, 491–544. 6050:2020-04-15 6022:2020-04-15 6000:2020-04-15 5977:2020-04-15 5954:2020-05-05 5879:1909.08579 5872:(1): 244. 5312:Biometrika 5282:Cox, D. R. 5247:Stat. Sci. 5160:Biometrika 4909:, 528–535. 4884:References 4838:, via the 4068:is the 100 3874:, for any 3571:matrix of 3569:covariance 2049:is known, 1689:is unknown 1006:is given. 973:Suppose a 451:), if the 125:For every 112:Definition 76:posteriors 5898:1471-2288 5804:0090-5364 5785:1301.1717 5750:120705955 5734:0976-836X 5689:cite book 5638:0090-5364 5619:0804.0987 5543:244594067 5535:0976-8378 5513:Sankhya A 5462:233657455 5454:0162-1459 5253:, 369–387 5226:309–332. 5204:0003-4851 5149:, London 5090:0003-1305 4957:, 68-77. 4850:packages 4514:θ 4494:∫ 4391:θ 4366:θ 4344:θ 4326:θ 4318:⁡ 4300:^ 4297:θ 4240:∞ 4235:∞ 4232:− 4228:∫ 4212:¯ 4209:θ 4142:β 4133:θ 4093:θ 4053:β 4042:− 3954:α 3950:− 3936:− 3911:α 3899:− 3840:α 3837:− 3823:− 3796:α 3785:− 3754:∞ 3745:α 3734:− 3709:α 3706:− 3692:− 3676:∞ 3673:− 3626:γ 3606:γ 3580:Γ 3555:γ 3504:γ 3481:− 3466:Γ 3417:γ 3391:γ 3367:C. R. Rao 3353:π 3347:θ 3318:ρ 3315:− 3309:θ 3306:⁡ 3274:θ 3271:⁡ 3256:θ 3250:⁡ 3234:− 3231:θ 3216:− 3213:ν 3205:ρ 3201:∂ 3185:− 3182:ν 3176:π 3161:− 3158:ν 3142:ρ 3138:− 3129:⋅ 3116:− 3113:ν 3093:− 3067:ρ 3061:π 3023:− 3014:ν 2963:ρ 2932:ν 2916:− 2887:ν 2881:− 2868:ρ 2862:− 2853:⋅ 2840:− 2837:ν 2821:ρ 2817:− 2808:⋅ 2795:− 2792:ν 2772:− 2744:ν 2738:Γ 2733:π 2717:− 2714:ν 2708:Γ 2699:− 2696:ν 2690:ν 2670:ρ 2664:π 2615:ρ 2612:− 2604:ρ 2592:⁡ 2576:− 2567:− 2547:⁡ 2521:− 2506:Φ 2501:− 2489:ρ 2433:− 2415:ρ 2412:− 2404:ρ 2392:⁡ 2341:− 2321:⁡ 2231:¯ 2222:− 2219:μ 2192:− 2170:μ 2127:σ 2117:¯ 2108:− 2105:μ 2083:Φ 2072:μ 2063:Φ 2020:− 2013:χ 1980:− 1973:χ 1937:θ 1913:− 1889:− 1882:χ 1873:− 1861:θ 1847:χ 1804:μ 1764:μ 1720:μ 1711:Φ 1669:μ 1630:¯ 1589:σ 1579:¯ 1544:μ 1508:μ 1448:¯ 1439:− 1436:μ 1414:Φ 1403:μ 1341:¯ 1332:− 1329:μ 1302:− 1280:μ 1248:σ 1238:¯ 1229:− 1226:μ 1204:Φ 1193:μ 1185:Φ 1169:given by 1154:μ 1118:μ 1109:Φ 1078:− 1043:− 948:γ 925:≥ 909:∈ 906:γ 723:⊂ 717:∈ 615:γ 533:estimator 515:γ 506:parameter 159:) =  59:bootstrap 6148:529–542. 5916:32998683 5812:88520957 5742:42003718 5646:14703802 5496:20461464 5284:(2006). 5271:23059131 5153:370–418 5131:23059129 5045:, 3-39. 4980:95–122. 4872:See also 4867:concurve 4858:episheet 4848:episheet 4840:concurve 4757:),  4625:. Thus, 4574:, where 4384:′ 3996:for any 3545:ellipses 3455:binormal 2362:has the 1959:. Here, 1697:, since 1014:is known 964:Examples 810:and all 184:. Then, 146:, where 6175:2983716 6079:, 3–39. 5907:7528258 5357:3448660 5288:, CUP. 5109:333–380 5012:2290557 4986:2290557 2986:where 994:,  977:sample 790:. Both 750:, then 264:, ..., 101:History 64:p-value 6173:  6106:  6092:  5914:  5904:  5896:  5843:  5810:  5802:  5748:  5740:  5732:  5681:785822 5679:  5669:  5644:  5636:  5541:  5533:  5494:  5460:  5452:  5355:  5292:  5269:  5202:  5129:  5088:  5010:  4984:  4865:, via 4856:, via 4846:, and 4810:] and 4582:] or [ 3453:has a 3409:where 3295:where 3051:gives 3049:Fisher 975:normal 504:for a 343:(•) = 286:(•) = 242:, and 106:Neyman 72:priors 6171:JSTOR 6146:92(3) 5874:arXiv 5808:S2CID 5780:arXiv 5778:(1). 5746:S2CID 5738:JSTOR 5642:S2CID 5614:arXiv 5612:(2). 5539:S2CID 5492:JSTOR 5458:S2CID 5353:JSTOR 5319:3–26. 5267:JSTOR 5127:JSTOR 5008:JSTOR 4982:JSTOR 4863:Stata 4854:Excel 4532:This 3431:plane 2279:of a 1018:Let, 888:is a 857:is a 535:with 527:in a 6197:1305 6104:ISBN 6090:ISBN 5912:PMID 5894:ISSN 5841:ISBN 5800:ISSN 5730:ISSN 5695:link 5677:OCLC 5667:ISBN 5634:ISSN 5587:help 5531:ISSN 5450:ISSN 5412:help 5290:ISBN 5200:ISSN 5107:A237 5086:ISSN 4669:vs. 4559:vs. 3433:and 3350:< 3344:< 3333:and 3029:> 2271:Let 1783:and 1610:and 1523:and 1133:and 861:and 664:< 658:< 607:for 6141:." 6126:". 5902:PMC 5884:doi 5833:doi 5790:doi 5722:doi 5624:doi 5562:doi 5521:doi 5442:doi 5438:117 5387:doi 5228:doi 5190:doi 5145:." 5076:doi 5047:doi 4959:doi 4924:doi 4322:max 4315:arg 3303:cos 3262:sin 3247:sin 2654:is 1262:and 998:), 449:aCD 273:}: 216:etc 23:In 6217:: 6184:" 6160:88 6155:" 6132:19 6130:, 6077:81 6075:, 6038:. 5970:. 5937:^ 5910:. 5900:. 5892:. 5882:. 5870:20 5868:. 5864:. 5839:. 5806:. 5798:. 5788:. 5776:41 5774:. 5770:. 5758:^ 5744:. 5736:. 5728:. 5718:74 5716:. 5712:. 5691:}} 5687:{{ 5675:. 5640:. 5632:. 5622:. 5610:36 5608:. 5604:. 5578:: 5576:}} 5572:{{ 5560:. 5537:. 5529:. 5517:85 5515:. 5511:. 5488:54 5486:, 5470:^ 5456:. 5448:. 5436:. 5432:. 5420:^ 5403:: 5401:}} 5397:{{ 5385:. 5349:33 5347:, 5334:^ 5317:80 5315:, 5301:^ 5258:^ 5249:, 5238:^ 5224:29 5212:^ 5198:. 5186:29 5184:. 5180:. 5164:45 5155:54 5151:53 5123:26 5084:. 5072:73 5070:. 5066:. 5043:81 5041:, 5018:^ 5004:86 5002:, 4978:13 4955:81 4953:, 4934:^ 4907:26 4892:^ 4842:, 4815:up 4804:lo 4771:up 4755:lo 4731:up 4720:lo 4696:: 4684:, 4676:: 4661:: 4566:: 4551:: 3369:. 2647:. 2589:ln 2544:ln 2389:ln 2318:ln 2291:: 2263:. 1823:. 415:, 379:, 334:, 330:∈ 257:={ 89:, 78:. 33:CD 6110:. 6053:. 5980:. 5918:. 5886:: 5876:: 5849:. 5835:: 5814:. 5792:: 5782:: 5752:. 5724:: 5697:) 5683:. 5648:. 5626:: 5616:: 5589:) 5585:( 5568:. 5564:: 5545:. 5523:: 5464:. 5444:: 5414:) 5410:( 5393:. 5389:: 5251:7 5230:: 5206:. 5192:: 5092:. 5078:: 5049:: 4961:: 4926:: 4836:R 4819:b 4812:C 4808:b 4801:C 4797:b 4795:( 4792:n 4788:H 4784:b 4782:( 4779:n 4775:H 4768:C 4766:( 4763:s 4759:p 4752:C 4750:( 4747:s 4743:p 4739:α 4735:α 4728:C 4726:( 4724:s 4717:C 4715:( 4712:s 4708:p 4704:} 4702:b 4698:θ 4694:0 4691:K 4689:{ 4686:P 4682:b 4678:θ 4674:1 4671:K 4667:b 4663:θ 4659:0 4656:K 4649:C 4647:( 4644:n 4640:H 4636:C 4634:( 4631:s 4627:p 4623:α 4619:α 4615:C 4613:( 4610:s 4606:p 4604:( 4601:θ 4597:P 4593:C 4589:θ 4584:b 4580:b 4576:C 4572:C 4568:θ 4564:1 4561:K 4557:C 4553:θ 4549:0 4546:K 4538:s 4534:p 4520:. 4517:) 4511:( 4508:H 4504:d 4498:C 4490:= 4487:) 4484:C 4481:( 4476:n 4472:H 4468:= 4465:) 4462:C 4459:( 4454:s 4450:p 4439:C 4435:θ 4433:( 4430:n 4426:H 4422:θ 4397:. 4394:) 4388:( 4380:n 4376:H 4372:= 4369:) 4363:( 4358:n 4354:h 4350:, 4347:) 4341:( 4336:n 4332:h 4312:= 4307:n 4270:) 4267:t 4264:( 4259:n 4255:H 4250:d 4245:t 4224:= 4219:n 4194:n 4190:H 4185:n 4181:M 4177:θ 4173:θ 4171:( 4168:n 4164:H 4139:= 4136:) 4130:( 4125:n 4121:H 4110:θ 4096:) 4090:( 4085:n 4081:H 4070:β 4056:) 4050:( 4045:1 4037:n 4033:H 4022:2 4019:α 4015:1 4012:α 4008:2 4005:α 4001:1 3998:α 3994:θ 3990:2 3987:α 3983:1 3980:α 3966:] 3963:) 3958:2 3947:1 3944:( 3939:1 3931:n 3927:H 3923:, 3920:) 3915:1 3907:( 3902:1 3894:n 3890:H 3886:[ 3876:α 3872:θ 3868:α 3854:] 3851:) 3848:2 3844:/ 3834:1 3831:( 3826:1 3818:n 3814:H 3810:, 3807:) 3804:2 3800:/ 3793:( 3788:1 3780:n 3776:H 3772:[ 3757:) 3751:, 3748:) 3742:( 3737:1 3729:n 3725:H 3721:[ 3718:, 3715:] 3712:) 3703:1 3700:( 3695:1 3687:n 3683:H 3679:, 3670:( 3584:y 3529:p 3525:A 3484:U 3478:y 3475:= 3470:y 3441:U 3397:U 3394:+ 3388:= 3385:Y 3341:0 3321:r 3312:= 3280:} 3266:3 3253:2 3242:2 3239:1 3225:{ 3219:2 3208:r 3194:! 3191:) 3188:2 3179:( 3168:2 3164:2 3152:) 3146:2 3135:1 3132:( 3123:2 3119:1 3107:) 3101:2 3097:r 3090:1 3087:( 3081:= 3078:) 3075:r 3071:| 3064:( 3032:1 3026:1 3020:n 3017:= 2994:F 2972:) 2967:2 2960:r 2957:+ 2954:1 2948:; 2943:2 2940:1 2935:+ 2929:; 2924:2 2921:1 2913:, 2908:2 2905:3 2900:( 2897:F 2891:2 2884:2 2878:1 2872:) 2865:r 2859:1 2856:( 2847:2 2843:2 2831:) 2825:2 2814:1 2811:( 2802:2 2798:1 2786:) 2780:2 2776:r 2769:1 2766:( 2760:) 2755:2 2752:1 2747:+ 2741:( 2730:2 2723:) 2720:1 2711:( 2705:) 2702:1 2693:( 2684:= 2681:) 2678:r 2674:| 2667:( 2652:ρ 2645:ρ 2627:) 2622:) 2609:1 2601:+ 2598:1 2584:2 2581:1 2570:r 2564:1 2559:r 2556:+ 2553:1 2539:2 2536:1 2530:( 2524:3 2518:n 2512:( 2498:1 2495:= 2492:) 2486:( 2481:n 2477:H 2460:n 2456:r 2442:) 2436:3 2430:n 2426:1 2421:, 2409:1 2401:+ 2398:1 2384:2 2381:1 2376:( 2373:N 2344:r 2338:1 2333:r 2330:+ 2327:1 2313:2 2310:1 2305:= 2302:z 2285:z 2273:ρ 2261:μ 2246:) 2241:s 2237:) 2228:X 2216:( 2211:n 2203:( 2195:1 2189:n 2185:t 2180:F 2176:= 2173:) 2167:( 2162:t 2158:H 2147:σ 2132:) 2123:) 2114:X 2102:( 2097:n 2089:( 2078:= 2075:) 2069:( 2058:H 2047:σ 2028:2 2023:1 2017:n 1988:2 1983:1 1977:n 1968:F 1957:σ 1940:) 1933:/ 1927:2 1923:s 1919:) 1916:1 1910:n 1907:( 1904:( 1897:2 1892:1 1886:n 1877:F 1870:1 1867:= 1864:) 1858:( 1851:2 1842:H 1828:σ 1821:μ 1807:) 1801:( 1796:A 1792:H 1781:μ 1767:) 1761:( 1756:t 1752:H 1741:μ 1737:σ 1723:) 1717:( 1706:H 1695:μ 1687:σ 1649:) 1644:2 1640:s 1636:, 1627:X 1621:( 1618:N 1598:) 1593:2 1585:, 1576:X 1570:( 1567:N 1547:) 1541:( 1536:A 1532:H 1511:) 1505:( 1500:t 1496:H 1485:μ 1481:n 1463:) 1458:s 1454:) 1445:X 1433:( 1428:n 1420:( 1409:= 1406:) 1400:( 1395:A 1391:H 1377:μ 1360:, 1356:) 1351:s 1347:) 1338:X 1326:( 1321:n 1313:( 1305:1 1299:n 1295:t 1290:F 1286:= 1283:) 1277:( 1272:t 1268:H 1257:, 1253:) 1244:) 1235:X 1223:( 1218:n 1210:( 1199:= 1196:) 1190:( 1181:H 1157:) 1151:( 1146:t 1142:H 1121:) 1115:( 1104:H 1081:1 1075:n 1071:t 1046:1 1040:n 1036:t 1031:F 1020:Φ 1012:σ 1004:n 1000:i 996:σ 992:μ 990:( 988:N 983:i 979:X 928:p 922:) 917:p 913:A 903:( 900:P 874:p 870:A 845:C 823:p 819:A 798:C 778:I 758:C 738:) 735:1 732:, 729:0 726:( 720:I 714:p 692:p 688:A 667:1 661:p 655:0 635:p 593:p 589:A 565:p 562:= 559:) 554:p 550:A 546:( 543:C 492:C 461:n 457:H 453:U 445:H 437:. 435:U 430:n 425:X 420:0 417:θ 412:n 407:X 404:( 401:n 397:H 393:0 390:θ 388:( 385:n 381:H 377:0 374:θ 370:θ 365:; 363:Θ 358:n 354:X 352:( 349:n 345:H 340:n 336:H 332:χ 327:n 323:X 316:θ 312:Θ 308:χ 303:n 298:X 295:( 292:n 288:H 283:n 279:H 270:n 266:X 262:1 259:X 254:n 249:X 244:χ 240:θ 236:Θ 220:θ 212:θ 206:. 204:θ 199:n 195:ξ 190:n 186:H 181:n 177:X 173:n 170:X 168:( 165:n 161:ξ 157:α 155:( 152:n 148:ξ 144:θ 140:α 138:( 135:n 131:ξ 127:α 31:( 20:.

Index

Confidence interval
statistical inference
fiducial distribution
frequentist
point estimator
confidence interval
bootstrap
p-value
likelihood functions
priors
posteriors
Bayesian inference
point estimates
confidence intervals
statistical power
Neyman
parameter
measurable space
estimator
confidence regions
random measure
random set.
normal
correlation coefficient
bivariate normal
Fisher transformation
limiting distribution
Fisher
C. R. Rao
plane

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