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Activity Number: 65
Type: Contributed
Date/Time: Sunday, August 2, 2009 : 4:00 PM to 5:50 PM
Sponsor: Biometrics Section
Abstract - #303958
Title: Fiducial Inference for a Function of Parameters: Binomial and Poisson Cases
Author(s): Meesook Lee*+ and Kalimuthu Krishnamoorthy
Companies: University of Louisiana-Lafayette and University of Louisiana-Lafayette
Address: Dept of Mathematics, Lafayette, LA, 70504,
Keywords: Clopper-Pearson interval ; Fiducial test ; Generalized pivotal quantity ; Logit confidence
Abstract:

In this article, a simple method of constructing confidence intervals for a function of binomial success probabilities and for a function of Poisson means is proposed. The method involves finding an approximate fiducial quantity (FQ) for the parameters of interest. A FQ for a function of several parameters can be obtained by substitution. For the binomial case, the fiducial approach is illustrated for constructing confidence intervals for the relative risk and the ratio of odds. Fiducial inferential procedures are also provided for estimating functions of several Poisson parameters. Simple approximations to the distributions of the FQs are also given for some problems. The methods are compared with available asymptotic approaches, and illustrated using several practical examples.


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