Fiducial inference then and now

12/19/2020

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by   Philip Dawid, et al.

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We conduct a review of the fiducial approach to statistical inference, following its journey from its initiation by R. A. Fisher, through various problems and criticisms, on to its general neglect, and then to its more recent resurgence. Emphasis is laid on the functional model formulation, which helps clarify the very limited conditions under which fiducial inference can be conducted in an unambiguous and self-consistent way.