A reexamination of stein's antifiducial example |
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Authors: | AndrÉ Plante |
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Affiliation: | Département de mathématiques et d'informatique Université du Québec à Montréul C. P. 8888, Succursale A Montréal, Québec H3C 3P8 |
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Abstract: | In Stein's 1959 example, for any sample with n sufficiently large, there is a confidence set embedded simultaneously within two regular confidence belts—one with coverage frequency smaller than an arbitrary positive ϵ, the other with coverage frequency larger than 1 — ϵ. Thus, Stein's example may be seen as an extreme case of mutually conflicting confidence statements, illustrating a possibility anticipated and denounced by Fisher. |
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Keywords: | Stein's antifiducial example fiducial distribution consistency confidence set pivotal quantity structural theory |
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