Fisherian Inference in Likelihood and Prequential Frames of Reference

In celebration of the centenary of the birth of Sir Ronald Fisher, this paper explores Fisher's conception of statistical inference, with special attention to the importance he placed on choosing an appropriate frame of reference to define the inferential model. In particular, we investigate in...

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Veröffentlicht in:Journal of the Royal Statistical Society. Series B, Methodological Methodological, 1991, Vol.53 (1), p.79-109
1. Verfasser: Dawid, A. P.
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description In celebration of the centenary of the birth of Sir Ronald Fisher, this paper explores Fisher's conception of statistical inference, with special attention to the importance he placed on choosing an appropriate frame of reference to define the inferential model. In particular, we investigate inferential models which respect the likelihood principle or the prequential principle, and argue that these will typically have an asymptotic sampling theory justification.
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2517-6161
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subjects Analytical forecasting
asymptotic estimation theory
bayesian inference
Exact sciences and technology
Inference
inferential model
Mathematics
Maximum likelihood estimation
Maximum likelihood estimators
Modeling
Observational frames of reference
prediction error
prequential principle
Probabilities
Probability and statistics
production model
production principle
R. A. fisher
Sampling distributions
Sciences and techniques of general use
Statistical discrepancies
Statistics
title Fisherian Inference in Likelihood and Prequential Frames of Reference
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