The Likelihood Principle || Back Matter

Back MatterSource: Lecture Notes-Monograph Series, Vol. 6, The Likelihood Principle (1988), pp. 200-208Published by: Institute of Mathematical StatisticsStable URL: http://www.jstor.org/stable/4355510 .

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Index of Examples

Example 1: 5, 11, 13, 14

Example 2 (Cox): 6, 11, 13, 15, 16, 45

Example 3: 7, 15, 17

Example 4a: 8

Example 4b: 8, 17

Example 5 (Stein estimation): 9

Example 6 (Student's t): 12, 13

Example 7: 13, 15

Example 8: 17

Example 9: 20, 21.2, 56

Example 10: 21

Example 11: 37

Example 11.1: 41.1, 41.6

Example 12 (Regression): 41.4

Example 13: 44

Example 14 (Mauldon): 14, 48, 49, 55, 57

Example 15 (Blackwell, Buehler, Rubin): 61

Example 16

Example 17

Example 18

Example 19

69, 138, 139

70

72

73

Example 19.1: 74.1

Example 20 (Armitage): 75, 77, 78, 80, 81, 82, 83

Example 21

Example 22

Example 23

76, 80, 82, 83, 85

79

88

Example 24 (Pratt): 91, 93, 95

Example 25

Example 26

Example 27

Example 28

Example 29

Example 30

Example 30

Example 30

Example 31

Example 32

Example 33

92, 95

93

93, 95, 96, 102

94

95, 96, 99, 102, 103

106, 108, 109.1

1: 107

2: 109.1

113, 114, 116, 117

116

117, 118, 119

Example 34 (Fraser-Monette-Ng): 127, 135, 167-171, 189

Example 35 (Stone): 129, 135, 136, 165-167

Example 36 (Stein): 133, 135, 162-164, 185, 188, 197-198

Example 37: 139

200



Author Index

AITCHISON, J. 40, 180

AITKIN, M. 41.4, 125

AKAIKE, M. 56

AMARI, S. 14

ANDERSEN, ?.?. 11, 14, 123

ANSCOMBE, F.J. 74, 78, 174.1

ARMITAGE, P. 80

ASPIN, A.A. 12

BAHADUR, R.R. 38

BERNARDO, J.M. 68, 138

BERRY, D. 67, 74.1

BHAVE, S.V. 26

BIRNBAUM, A. 1, 2, 21.1, 22, 24, 25, 26, 27, 29, 30, 42, 46, 47, 66, 71, 74, 91, 123, 124, 125, 174.2, 175, 178

BLACKWELL, D. 61

BONDAR, J.V. 13, 60, 133

BOX, G.E.P. 67, 68, 109.4, 122, 136

BROWN, L.D. 12, 14, 17

BARNARD, G.A. 1, 10, 14, 18, 22, 47, BROWNIE, C. 14 48, 49, 71, 74, 83, 105, 106, 109.4, 123, 140

BARNDORFF-NIELSEN, 0. 11, 14, 26, 41.3, 52, 123

BARNETT, V. 14, 18, 22, 105, 123

BARTHOLOMEW, D.J. 74

BARTLETT, M.S. 22

BUEHLER, R.J. 12, 13, 14, 60, 61, 62

BUNKE, H. 48

BUTLER, R. 40, 41.2

CASELLA, G. 9, 109, 109.4

CASSEL, CM. 117

BASU, D. 14, 22, 25, 26, 28, 29, 42, CORNFIELD, J. 6, 12, 60, 74, 117 47, 74, 80, 115, 117, 119, 120, 126, 135, 175, 176 COX, D.R. 6, 11, 14, 22, 26, 41.3,

71, 105, 106, 107, 123 BAYARRI, M.J. 21.2, 39, 41.2, 160.6,

187 DAWID, A.P. 14, 18, 22, 25, 26, 41.3

BERGER, J. 14, 16, 17, 18, 24, 26, 47, 48, 104, 175, 177 37, 41.1, 47, 49, 52, 56, 67, 68, 69, 70, 71, 74, 74.1, 105, 108, DEFINETTI, B. 55, 68, 71, 170, 172 109, 109.2, 116, 121, 133, 134, 136, 137, 138, 140, 190, 193, 196 DEGROOT, M.H. 21.2, 39, 41.2, 109,

109.4, 160.6, 187 BERGER, R. 109, 109.4

DELAMPADY, M. 105, 109, 109.2

BERLINER, L.M. 39, 138

201



202 AUTHOR INDEX

DEMPSTER, A.P. 11, 105, 106, HO

DICKEY, J.M. 104, 109, 109.4, 131, 136, 196

DURBIN, J. 45, 175

DUNSMORE, I.R. 40, 180

EDWARDS, A.W.F. 22, 71, 106, 123

EDWARDS, W. 74, 78, 105, 107, 109

EFRON, ?. 11, 14, 138

ERICSON, W.A. 117

EVANS, M. 26, 47, 127

FEDDERSON, A.P. 12

FISHER, R.A. 1, 11, 12, 13, 14, 18, 19, 22, 117, 122, 123

FOLKES, J.L. 117

FRASER, D.A.S. 12, 18, 26, 47-50, 613 62, 109.4, 127, 131, 132

FREEDMAN, D.A. 60

GEISSER, S. 40, 180

GIERE, R.N. 71

GODAMBE, V.P. 42, 47, 70, 71, 117

GOOD, I.J. 47, 105, 109, 120, 122, 124, 137, 138, 174.3

GRAMBSCH, P. 14, 123

HACKING, I. 18, 71, 105, 109.3, 123

HAJEK, J. 140

HALL, P. 105

HARTIGAN, J. 160.2

HEATH, D. 60, 64, 165

HENKEL, R.E. 106

HILL, B. 21, 21.1, 52, 55, 62, 120, 124, 129, 130, 131, 132, 164- 166, 173-174.4

HINDE, J. 41.4, 125

HINKLEY, D.V. 11, 14, 22, 40, 41.3, 71, 105, 123

HWANG, J.T. 9

JAMES, W. 9, 57

JAMES, William 174.4

JAYNES, E.T. 68, 71, 127, 138

JEFFREYS, H. 11, 21, 23, 56, 68, 71, 82, 106, 108, 109, 109.4, 129

JENKINS, G.M. 22, 47, 74, 123, 140

JOSHI, V.M. 29, 42

KADANE, J. 21.2, 39, 41.2, 160.6, 187

KALBFLEISCH, J.D. 40, 41.3, 46, 47, 117, 123, 124

KAY, R. 41.3

KEMPTHORNE, 0. 117

KIEFER, J. 14,.16, 17, 71

LANE, D.A. 60, 64, 164, 165, 172, 176, 180

LAURITZEN, S.L. 40

LE CAM, L. 71, 192

LEVI, I. 60, 124

LINDLEY, D.V. 10, 21, 55, 82, 109, 120

LINDMAN, H. 74, 78, 105, 107, 109

MACKAY, J. 109.4

MAULDON, J.G. 48

MILNES, P. 133

MONETTE, G. 26, 47, 127

MORRISON, D.F. 105

NEYMAN, J. 45, 66, 71, 74



AUTHOR INDEX 203

NG, K.W. 127

NOVICK, M. 120

OLSHEN, R.A. 12

PEDERSEN, J.G. 13, 18

PEISAKOFF, M. 133

PHILLIPS, L.D. 21

PICCINATO, L. 10

PIERCE, D.A. 13, 60

PLACKETT, R.L. 18

PLANTE, A. 124

POCOCK, S.J. 74.1

PRATT, J.W. 8, 10, 11, 14, 15, 22, 70, 71, 74, 88, 91, 105, 109, 109.3, 109.4, 116

PURVES, R.A. 60

RAIFFA, H. 90

RAO, C.R. 115, 116, 117

ROBINSON, G.K. 10, 13, 59-62

ROSENKRANTZ, R.D. 68

ROYALL, R. 115, 117

RUBIN, D.B. 115, 120

RUBIN, H. 61

S?RNDAL, CE. 117

SAVAGE, L.J. 2, 10, 46, 66, 74, 78, 83, 91, 105, 107, 109, 120-121, 124, 139, 163, 174.2

SCHLAIFER, R. 90

SEIDENFELD, T. 14

SELINGER, ?. 105

SELL IAH, J. 57

SELLKE, T. 108, 109

SHAFER, G. 109

SMITH, A.F.M. 109

SMITH, CA.?. 121

SMITH, T.M.F. 117

SPIEGELHALTER, D.J. 109

SPROTT, D.A. 18, 41.3, 48, 117, 123, 124

STEIN, C 9, 10, 13, 57, 133, 134, 162

STONE, M. 18, 48, 129, 130, 131, 132, 172

SUDDERTH, W. 60, 64, 165, 172, 176, 180

THOMPSON, M.E. 70, 117

TIAO, G. 68, 122, 136

TJUR, T. 123

WALLACE, D.L. 13, 60

WELCH, B.L. 10, 12, 14

WILKINSON, G.?. 18, 47

WINSTEN, C.B. 22, 47, 74, 123, 140

WRETMAN, J.H. 117

YATES, F. 12

ZELLNER, ?. 68, 109, 109.4



Subject Index

Adhockeries 124

Admissibility 47, 50-59, 89-83, 128, 174.4

Ancillarity 13, 14, 16, 17, 25, 41.3, 41.4

Bayesians 114, 115, 160.7, 174

Use of frequentist measures 69, 70, 162, 164, 174, 185, 187-190, 197

In sequential experiments 81, 82

Robust 136-140

see also Likelihood methods

Noninformative priors

Betting 59, 168-171, 191,192, 195

Censoring 90-104

Fixed 92-95

Random 95-104

Noninformative 103, 104

Censoring mechanisms

Equivalent 93-95

Noninformative 91, 96-103

Chi-square test 109.1, 109.2

Coherency 47, 48, 50, 59-64, 121, 122, 128, 165, 168, 172, 192-193

Conditioning 3, 5-18, 22, 24, 174.1

Conditional frequentist 14-17, 22

Conditional confidence 14, 15, 17

Estimated confidence 16, 17

Confidence sets 5, 6, 9, 15, 16, 55, 61, 62, 66, 69, 70, 72, 113-135

Design of experiments 36, 40

Evaluation game 52-59, 61, 62

Evidence 25, 31, 37, 41, 41.5, 45, 66, 68, 160.7, 174-174.1, 183- 185.2, 196-197.2

Ev(E,x) 25

???(?.?) 37

Experiment 24, 29, 31, 176-178, 193-194

Noninformative 21.2, 42, 89

(?, ?, {feD 24

Fiducial inference 18

Finite population sampling

see Randomization analysis

Frequentist Bayesian 23, 24

Frequentist viewpoint 5-18, 65-74.2, 77-83, 105-109, 127-136, 182-183

204



SUBJECT INDEX 205

Good Samaritan 132

Hoax 78

see also Frequentist viewpoint

Invariance 30, 133

Likelihood function 19-22, 30, 38, 39, 40, 43, 44, 67, 76, 82, 97, 113, 114, 116, 122-126, 133, 135, 136, 141, 160.3-160.7, 186-187

Marginal 41.1, 41.2

Partial 41.3

Reduced 41.2

Likelihood methods

Bayesian 23, 41.2, 41.5, 124-141

Non-Bayesian 11, 14, 18, 39, 41.3, 41.4, 122-124

Likelihood ratios 21, 22, 33, 107, 123

Weighted 108, 109

Mixed experiments 6, 31, 46, 47, 51, 57, 63, 84, 85

E* 31

Models 43, 67, 72, 114, 115, 120, 126, 127, 160.5, 160.6, 176-181, 185.1, 185.2, 193-194, 197.1

Noninformative prior 21, 41.3, 52, 56, 65, 67-69, 80, 129, 130, 133, 135, 136, 140, 161-174, 188-190

Nuisance parameter 4, 13, 36, 37, 41- 41.6, 160.5

Noninformative 41.5, 89, 90, 115, 125

Objectivity 67, 68, 80, 174.3

Optional stopping 77-83

see also Stopping rules

P-value, see Significance testing

Pivotal and Structural inference 18, 25, 47-51, 54-59

Prediction 36-39, 41.1, 180-181, 194

PRINCIPLES

Adequacy 8, 15

Censoring 1 (CP1) 94-95

Censoring 2 (CP2) 97-103

Conditionality (CP) 1, 25, 30

Weak (WCP) 25, 26, 28, 31, 33, 35, 36, 45, 46, 51, 57, 63, 84, 85

Confidence 66-67, 71-74

Formal 71, 72

Distribution (DP) 47

Likelihood (LP) 19, 174

Formal 26

Nuisance variable 41

Relative (RLP) 32-36, 44, 63, 64, 87, 98-101, 141

Margi nalization 41.1

Noninformative nuisance parameter (NNPP) 41.5, 90, 97

Stopping rule (SRP) 33, 40, 74, 76, 87, 174.1

General 86

Sufficiency (SP) 1, 29, 30, 32, 35, 46-50, 178-179, 192

Weak (WSP) 26, 28

Mathematical equivalence 26

Procedures 41, 68-70

Random effects 41.1

Randomization analysis 110-120

Finite population sampling 111-117



206 SUBJECT INDEX

Randomization testing 117-120

Relevant subsets 11-16

Repeatability 70, 71

Risk

Bayesian 32

Frequentist 52

Robustness 10, 11, 44

Sequential analysis 37-40, 79-90, 174.1

Significance testing 7, 74.1, 74.2, 104-110

Stein phenomenon 9, 174

Stopping rules 20, 40, 74-90

Definitions 75, 86

Informative 88-90

Structural inference

see Pivotal and Structural

Sufficiency 7, 18, 19, 24, 31, 32, 35, 38, 45, 57

Unobserved variables 36-41, 41.1



207

ERRATA AND CLARIFICATIONS

3 The notation "17 " means page 17, line 3 from the top; "17." means

page 17, line 4 from the bottom.

g p. 2 : impune -> inpugn

p. II11: ?(?)'1 - ?(?,?)"1

p. Il12: He)"1 - ?(?)"1

p. 16*: ...forget about ?... -> ...forget about ? in evaluating the procedure.,

p. 184: ??

- P0

2

p. 45 : principal -* principle

13 p. 49 : Note that a structuralist or pi votai ist would not consider S to be

sufficient.

p. 277: SP + WSP

p. 35^: x1 G

%1 -*

XjG U1

p. 45 : principal ?* principle

p. 53 : for any ? -*? for every G

p. 738: .01 - .0101

p. 751Q: change to "Am

? (?. ? %m~J) = 0"

p. 77 : looks + look

Add "for n=n* and xn*G A*" p. 844

p. 869

p. 865

p. 8810, 897, 8910: auxilliary ?* auxiliary

p. 93 : largest -* smallest

by -> be

IN denotes the natural numbers {0,1,2,3...}.



208 ERRATA AND CLARIFICATIONS

p. 978: Section 3.5.5 -* Section 3.5.3.

p. 9715, ? 97n, p. 977: Change to "Eve(Eg'v,y)"

P. 986: Replace both occurrences of "Ev" with

"???".

p. 997: c((x,A)) - c(g(x,x))

p. H913: change to "experimenter-induced"

p. 12510: Aitken -> Aitkin

p. 126 , 136.-.: Note that ??(?) has to be properly normalized to be an actual

probability density with respect to p.

13 p. 134 : inappropriate -> appropriate

p. 136,o: inexolorably -> inexorably



ISBN 0-940600-13-7



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