We introduce the concept of inferential distributions corresponding to inference rules. Fiducial and posterior distributions are special cases. Inferential distributions are essentially unique. They correspond to or represent inference rules and are defined on the parameter space. Not all inference rules can be represented by an inferential distribution. A constructive method is given to investigate its existence for any given inference rule.
Key words and phrases: Fiducial distribution, inference rule.
|ISSN van geprinte versie||0926-4493|