The confidence level of an inference table is defined as a weighted truth probability of the inference when sampling the reference set. The reference set is recognized by conditioning on the values of maximal partially ancillary statistics. In the sampling experiment values of incidental parameters are sampled from fiducial distributions. The concepts in this paper generalize ideas of Fisher (1961).
Keywords: Conditional inference, Inference table, Confidence leve, Ancillarity, Fiducial distribution.
|ISSN van geprinte versie||0926-4493|