Fiducial and Posterior Sampling

06/11/2020
by   Gunnar Taraldsen, et al.
0

The fiducial coincides with the posterior in a group model equipped with the right Haar prior. This result is here generalized. For this the underlying probability space of Kolmogorov is replaced by a σ-finite measure space and fiducial theory is presented within this frame. Examples are presented that demonstrate that this also gives good alternatives to existing Bayesian sampling methods. It is proved that the results provided here for fiducial models imply that the theory of invariant measures for groups cannot be generalized directly to loops: There exist a smooth one-dimensional loop where an invariant measure does not exist. Keywords: Conditional sampling, Improper prior, Haar prior, Sufficient statistic, Quasi-group

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