The concept of fiducial probability is due to R.A. Fisher. The fiducial distribution of a parameter θ given an observation x is intended to describe our uncertainty about θ after x is observed when there was no a priori information about θ. The term “fiducial distribution” first appeared in Fisher’s 1930 paper [CP 84], where the distribution of the correlation coefficient was considered. Unfortunately, Fisher never gave an acceptable general definition of fiducial probability.
KeywordsRoyal Statistical Society Ancillary Statistic Simultaneous Distribution Fiducial Probability Fiducial Distribution
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