© 1990 by Biometrika Trust
Articles |
A general framework for model-based statistics
EDS Research 5951 Jefferson St. NE, Albuquerque, New Mexico 87109, U.S.A.
Received for publication 1 March 1988.
Revision received 1 August 1989.
| Abstract |
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This paper presents a general framework for model-based statistics. The framework is based on extended concepts of sufficiency and ancillarity. The fundamental theorem of the new theory exhibits in a single equation the reference distributions for decision theory, model checking, and conditional inference for a general statistical model. The theorem includes the equations upon which Bayesian and frequentist statistics are founded. The general theory also fills two gaps previously missing from empirical Bayesian statistics: concepts of sufficiency and conditional inference.
Key Words: Ancillarity Bayesian statistics Conditional inference Empirical Bayesian statistics Frequentist statistics Stein's estimator Sufficiency
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