It is recognised that the Bayesian approach to inference can not adequately cope with all the types of pre-data beliefs about population quantities of interest that are commonly held in practice. In particular, it generally encounters difficulty when there is a lack of such beliefs over some or all the parameters of a model, or within certain partitions of the parameter space concerned. To address this issue, a fairly comprehensive theory of inference is put forward called integrated organic inference that is based on a fusion of Fisherian and Bayesian reasoning. Depending on the pre-data knowledge that is held about any given model parameter, inferences are made about the parameter conditional on all other parameters using one of three methods of inference, namely organic fiducial inference, bispatial inference and Bayesian inference. The full conditional post-data densities that result from doing this are then combined using a framework that allows a joint post-data density for all the parameters to be sensibly formed without requiring these full conditional densities to be compatible. Various examples of the application of this theory are presented. Finally, the theory is defended against possible criticisms partially in terms of what was previously defined as generalised subjective probability.
翻译:人们认识到,巴伊西亚的推断方法无法充分应对实践中通常持有的关于人口利益数量的所有类型的预先数据信念,特别是当模型的部分或全部参数或有关参数的某些分区内缺乏这种信念时,通常会遇到困难;为了解决这一问题,提出了一个相当全面的推论理论,称为综合有机推论,该理论基于渔业和巴伊西亚的推理的结合。根据掌握的关于任何特定模型参数的预数据知识,对参数的推论以所有其他参数的参数为条件,使用三种推论方法之一,即有机纤维推论、二次推论和巴伊西亚的推论,通常会遇到困难。然后,采用一个框架,使所有参数的联合后数据密度能够合理形成,而不需要这些完全有条件的密度兼容。本理论应用的各种例子均以所有其他参数为条件,即有机纤维推论、双偏推论和巴伊西亚的推论中的一种方法为条件。随后将由此得出的完全有条件的后数据密度结合在一起,这个框架使得所有参数的合并后数据密度不要求这些完全有条件的密度相互兼容。