Nancy Reid (Toronto)

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STATISTICS

A seminar by Nancy Reid from the University of Toronto

Title: Distributions for parameters

Abstract: There is currently renewed interest in developing distributions for parameters, often without relying on prior probability measures. Several versions of this have been proposed and discussed in the literature and in an ongoing series of “BFF” workshops. Confidence distributions, generalized fiducial inference, inferential models, belief functions, are some of the terms associated with these approaches. I will present an overview of this work, with particular emphasis on common elements and calibration properties. I will try to situate the discussion in the context of the current explosion of interest in big data and data science.