Direct pivotal predictive inference

dc.creatorKahrimanis, George
dc.creatorBerleant, Daniel
dc.date2004-10-19
dc.date.accessioned2026-07-07T08:06:33Z
dc.date.available2026-07-07T08:06:33Z
dc.descriptionWithout assuming any pdf for some measured parameter, we derive a predictive pdf for the outcome of a second measurement, given the outcome of the first measurement and two common assumptions about the noise. These are that (1) it is additive, and (2) it is of some known pdf. The argument is based on a Bayesian analysis of the noise when no pdf is provided for the value of the parameter. In this way we avoid assuming an ad-hoc prior. We clarify how this method of direct predictive inference is distinct from fiducial prediction. We specify the distinct flaw in the fiducial argument, and outline the importance of this development in the foundations of probability and statistics. Keywords: nonparametric predictive inference, direct pivotal argument, pivotal argument, fiducial argument, fiducial prediction, Bayesian inference, reference prior, reference class.
dc.description7 pages
dc.identifierhttps://arxiv.org/abs/math/0410424
dc.identifierhttp://arxiv.org/abs/math/0410424
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130648
dc.subjectStatistics Theory
dc.subjectProbability
dc.subjectData Analysis, Statistics and Probability
dc.subject62A01; 62G99; 62F99
dc.titleDirect pivotal predictive inference
dc.typetext

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