23º SINAPE - Simpósio Nacional de Probabilidade e Estatística

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Título

FIDUCIAL INFERENCE FOR THE GRUBBS MODEL

Resumo

Generalized fiducial inference for the precision of a measuring instrument without available replications on the observations is our main interest. In this work, we study two new estimation procedures for the precision parameters, the product variability and the mean of the quantity of interest under the Grubbs model considering the two-instrument case. One method is based on a fiducial generalized pivotal quantity and the other one is built on the method of the generalized fiducial distribution. The behavior of the point and interval estimators is assessed numerically through Monte Carlo simulation studies. Comparisons with two existing frequentist approaches and five existing Bayesian approaches are reported. Finally, the methodology is applied in the analysis of a data set from a methods comparison study.

Palavras-chave

Fiducial distribution, Generalized fiducial inference, Generalized pivotal quantity, Methods comparison.

Área

Modelos de Regressão

Autores

Lorena Cáceres Tomaya, Mário de Castro