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APPROXIMATE FIDUCIAL INFERENCE FOR BINOMIAL DISTRIBUTIONS BASED ON THE LOGIT TRANSFORMATION
二项分布基于logit变换的近似信仰推断

Keywords: Binomial,fiducial inference,pivotal equation,frequentist property,logit transformation
二项分布
,信仰推断,枢轴方程,频率性质,logit,变换.

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Abstract:

In this paper, an approximate pivotal equation is constructed for a binomial distribution based on asymptotic normality of a modefied-logit-transformed estimator. Then an approximate fiducial distribution of the binomial parameter is obtained. Numerical results for one-sample cases and two-sample cases show that the interval estimators derived by the approximate fiducial distribution have better finite-sample frequentist properties than those suggested in the literature.

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