Multivariate Subjective Fiducial Inference
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The aim of this paper is to firmly establish subjective fiducial inference as a rival to the more conventional schools of statistical inference, and to show that Fisher's intuition concerning the importance of the fiducial argument was correct. In particular, methodology outlined in an earlier paper will be modified, enhanced and extended to deal with general inferential problems in which various parameters are unknown. Although the resulting theory is classified as being "subjective", it is shown that this is simply due to the argument that all probability statements made about fixed but unknown parameters must be inherently subjective, rather than due to a need to emphasize how different the fiducial probabilities that can be derived using this theory are from objective probabilities. Some important examples of the application of this theory are presented.
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