A Simplified Derivation of Confidence Regions Based on Inferential Models

Authors

Vladik Kreinovich, The University of Texas at El PasoFollow

Publication Date

11-2016

Comments

Technical Report: UTEP-CS-16-77

To appear in Journal of Uncertain Systems

Abstract

Recently, a new inferential models approach has been proposed for statistics. Specifically, this approach provides a new random-set-based way to come up with confidence regions. In this paper, we show that the confidence regions obtained by using the main version of this new methodology can also be naturally obtained directly, without invoking random sets.