The average likelihood and a fiducial approximation: one parameter members of the generalized gamma distributions |
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| Authors: | John J Lefante Jr Malcolm E Turner Jr |
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| Institution: | 1. Dept. of Mathematics &2. Statistics , University of South Alabama , Mobile, Alabama, 36688;3. Dept. of Biostatistics and Biomathematics , University of Alabama in Birmingham , Birmingham, AIabama, 35294 |
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| Abstract: | The average likelihood, defined as the integral of the like-lihood function over the parameter space, has been used as a criterion for model selection The form of the average likelihood considered uses a uniform prior. An approximation is presented based on fiducial distributions. The sampling distributions of the average likelihood and its fiducial approximation are derived for cases of sampling from one parameter members of the general-ized gamma distributions. |
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| Keywords: | Average likelihood fiducial distribution generalized gamma distribution |
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