Pawitan和Lee在《统计科学》杂志上对置信度作为可能性的评论,2021年11月

IF 3.9 1区 数学 Q1 STATISTICS & PROBABILITY
M. Lavine, J. F. Bjørnstad
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引用次数: 0

摘要

Pawitan和Lee(2021)试图展示信心和可能性之间的对应关系,特别是“信心实际上是一种扩展的可能性”(Pawitan and Lee,2021,摘要)。“扩展”一词意味着似然函数可以容纳未观察到的随机变量,如随机效应和未来值;详见Bjørnstad(1996)。在这里,我们认为Pawitan和Lee(2021)提出的扩展可能性不是正确的扩展可能性,也不能证明将置信度解释为可能性是合理的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Comments on Confidence as Likelihood by Pawitan and Lee in Statistical Science, November 2021
. Pawitan and Lee (2021) attempt to show a correspondence between confidence and likelihood, specifically, that “confidence is in fact an extended likelihood” (Pawitan and Lee, 2021, abstract). The word “extended” means that the likelihood function can accommodate unobserved random variables such as random effects and future values; see Bjørnstad (1996) for details. Here we argue that the extended likelihood presented by Pawitan and Lee (2021) is not the correct extended likelihood and does not justify interpreting confidence as likelihood.
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来源期刊
Statistical Science
Statistical Science 数学-统计学与概率论
CiteScore
6.50
自引率
1.80%
发文量
40
审稿时长
>12 weeks
期刊介绍: The central purpose of Statistical Science is to convey the richness, breadth and unity of the field by presenting the full range of contemporary statistical thought at a moderate technical level, accessible to the wide community of practitioners, researchers and students of statistics and probability.
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