Fiducial Inferences for the Truncated Exponential Distribution |
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Authors: | Federico O'Reilly |
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Institution: | Departamento de Probabilidad y Estadística , IIMAS-UNAM, México |
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Abstract: | Lindqvist and Taraldsen (2005
Lindqvist , B. H. ,
Taraldsen , G. ( 2005 ). Monte Carlo conditioning on a sufficient statistic . Biometrika 92 : 451 – 464 .Crossref], Web of Science ®] , Google Scholar]) introduced an interesting parametric family of distributions in the unit interval. In this note, inference procedures are given, both from the classical and the Bayesian view point. It is shown numerically through various examples that the posterior distribution for the parameter and the induced fiducial distribution are almost equivalent. The parametric family under study is a regular member of the Natural Exponential Family and so use of this fact permits induction of a unique fiducial in terms of the minimal sufficient statistic. |
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Keywords: | Fiducial inference Jeffrey's prior |
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