期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2004
卷号：66
期号：03
出版社：Indian Statistical Institute
摘要：Consider an invariant prediction problem where the group is transitive on the parameter space. The Haar predictive distribution (Haar inference) is obtained as the formal predictive distribution using the right Haar measure as a prior. This Haar inference is discussed in three different contexts: model matching, Fisherian pivoting, and de Finetti's coherence. It is shown that the Haar inference enjoys exact probability matching for highest probability density (HPD) regions. Fisherian pivotal distributions agree with Haar inference when pivoting is possible. Further any invariant inference that is essentially different from the Haar inference is incoherent.
关键词：Coherence, Dutch book, Fisherian pivoting, invariant predictive distributions, right Haar inference, strong inconsistency
