The Scaled Uniform Model Revisited (1808.07319v3)

Abstract: Sufficiency, Conditionality and Invariance are basic principles of statistical inference. Current mathematical statistics courses do not devote much teaching time to these classical principles, and even ignore the latter two, in order to teach modern methods. However, being the philosophical cornerstones of statistical inference, a minimal understanding of these principles should be part of any curriculum in statistics. The scaled uniform model is used here to demonstrate the importance and usefulness of the principles. The main focus is on the conditionality principle that is probably the most basic and less familiar among the three. The appendix discusses the invariance principle and the conditionality principle in the case of sampling from a finite population.