Survey Methodology
Conditional calibration and the sage statistician

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by Donald B. RubinNote 1

  • Release date: June 27, 2019

Abstract

Being a calibrated statistician means using procedures that in long-run practice basically follow the guidelines of Neyman’s approach to frequentist inference, which dominates current statistical thinking. Being a sage (i.e., wise) statistician when confronted with a particular data set means employing some Bayesian and Fiducial modes of thinking to moderate simple Neymanian calibration, even if not doing so formally. This article explicates this marriage of ideas using the concept of conditional calibration, which takes advantage of more recent simulation-based ideas arising in Approximate Bayesian Computation.

Key Words:      Approximate Bayesian Computation (ABC); Bayesian inference; Fiducial inference; Fisher; Frequentist methods; Neyman.

Table of contents

How to cite

Rubin, D.B. (2019). Conditional calibration and the sage statistician. Survey Methodology, Statistics Canada, Catalogue No. 12-001-X, Vol. 45, No. 2. Paper available at https://www150.statcan.gc.ca/n1/pub/12-001-x/2019002/article/00010-eng.htm.

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