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arXiv physics/0203090physics.data-anmath.GM
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没有先验概率的相同参数的单个或组合位置测量。(Altern。标题,参数推断作为有用的错觉;第1部分)

Single or combined location measurements of the same parameter without prior probability. (Altern. title, Parametric inference as useful illusion; Part 1)

George Kahrimanis

摘要:

动机这个版本完全基于概率演算,不包括任何统计原理。“位置测量”意味着误差的pdf是已知的。当数据被获得时,直觉认为参数是类似pdf的东西;在这里,我们试图对其含义进行批判性的检查。摘要在先验概率的默认情况下,参数不被定义为随机变量,因此不可能有真正的无先验参数推断。然而,关于任何未来数据的无先验预测推断直接从位置测量的数据生成。这样的推断结果好像是从与参数间接关联的某个pdf(“基准”)获得的。这种错误的pdf可以加速预测推理,但在组合测量的分析中是不合适的(除非它们都是相同参数的位置测量)。此外,它具有相同的分布,从一个统一的“先验”的表面贝叶斯后验。然而,如果在分析中承认这些虚假实体中的任何一个,则会出现不一致的结果。当我们结合测量时,我们发现在数据记录中不可避免的量化误差必须考虑在内。这些错误不能被折叠成准确意义上的预测推理;也就是说,我们不能呈现未来数据的预测分布,除非作为近似值。保留字:位置测量;观察结果的组合;参数推断;预测推理;无先验推理;量化误差;数字化;频率论解释fiducial参数;置信概率关键推理;直观评估;无先验评估

英文摘要:

Motivation. This version is based solely on the calculus of probability, excluding any statistical principle. "Location measurement" means the pdf of the error is known. When the datum is obtained, intuition suggests something like a pdf for the parameter; here we attempt a critical examination of its meaning. Summary. In default of prior probability the parameter is not defined as a random variable, hence there can be no genuine prior-free parametric inference. Nevertheless prior-free predictive inference regarding any future datum is generated directly from the datum of a location measurement. Such inference turns out as if obtained from a certain pdf ("fiducial") indirectly associated with the parameter. This false pdf can expedite predictive inference, but is inappropriate in the analysis of combined measurements (unless they all are location measurements of the same parameter). Also it has the same distribution as the ostensible Bayesian posterior from a uniform "prior". However, if any of these spurious entities is admitted in the analysis, inconsistent results follow. When we combine measurements, we find that the quantisation errors, inevitable in data recording, must be taken into consideration. These errors cannot be folded into predictive inference in an exact sense; that is, we cannot render a predictive distribution of a future datum except as an approximation. Keywords: location measurement; combination of observations; parametric inference; predictive inference; prior-free inference; quantisation error; digitisation; frequentist interpretation; the fiducial argument; fiducial probability; pivotal inference; intuitive assessment; prior-free assessment

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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