[Forum SIS] Bocconi DEC Statistics Seminar - May 26th

[Isadora Antoniano]

We are glad to announce the next:



*DEC - Statistics Seminar*

Thursday,
* May 26th*

*Bocconi University,*

Room 3-E4-SR03

Via Rontgen 1 - 3rd floor

Time: *12:30 pm*



*Piero Veronese *(Università Bocconi)

*"Fiducial, confidence and objective Bayesian posterior distributions"*


*Abstract: *

Both objective Bayesian analysis and fiducial inference can be seen as
attempts to derive distributions for an unknown parameter without any prior
information. Thus, it is natural to inquire on their relationships. We
propose a way to construct fiducial distributions using a step-by-step
conditional procedure related to the inferential importance of the
parameter components. To solve the well known non-uniqueness problem for
discrete models,  we use the  geometric mean of the "extreme" fiducial
distributions, and show its good behavior. Connections with the generalized
fiducial inference approach developed by Hannig and with confidence
distributions are also analyzed. The suggested procedure coincides with the
original Fisher's proposal for continuous models with a real parameter. The
dependence of our fiducial distribution on the importance ordering of the
parameter components naturally suggests to consider the reference posterior
as the objective Bayesian counterpart. Indeed, we show that in many cases
they coincide.  This happens for example for location-scale models, real
exponential families and a subclass of multivariate exponential family
including the multinomial and the negative-multinomial models. More
generally, when the coincidence does not hold, asymptotic results can be
obtained. Besides showing the  asymptotic normality of the fiducial
distribution, for univariate parameter models we prove  that its expansion
is equivalent up to an error of $O(n^{-1})$  with that of the Jeffreys
posterior. A comparison of the coverage of the fiducial intervals  with
that of other common intervals proves the good behavior of the former.


Kind regards,

Raffaella Piccarreta and Isadora Antoniano



The DEC statistics seminars schedule is available at
http://www.unibocconi.eu/statseminar



*ATTENTION:*

If you are a guest and you do not have a Bocconi ID Card to access to the
Bocconi Buildings, please confirm your participation by sending an email to
martina.ercoli a unibocconi.it
In addition, we suggest to print, fill out and send the attached form (to
give your consent to personal data handling) via email to the same address.
In this way, the check-in procedure at the entrance will be faster and
easier.


***************************************************
Isadora Antoniano Villalobos
Assistant Professor
DEC - Department of Decision Sciences,
Bocconi University, via Guglielmo Röntgen 1 (3rd floor, room D1-09). 20136,
Milano.
email: isadora.antoniano a unibocconi.it

Web page: http://faculty.unibocconi.eu/isadoraantonianovillalobos
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