Fiducial Symmetry in Action (2004.11878v1)

Abstract: Symmetry is key in classical and modern physics. A striking example is conservation of energy as a consequence of time-shift invariance from Noether's theorem. Symmetry is likewise a key element in statistics, which, as also physics, provide models for real world phenomena. Sufficiency, conditionality, and invariance are examples of basic principles. Galili and Meilijson (2016) and Mandel (2020) illustrate the first two principles very nicely by considering the scaled uniform model. We illustrate the third principle by providing further results which give optimal inference for the scaled uniform by symmetry considerations. The proofs are simplified by relying on fiducial arguments as initiated by Fisher (1930). Keywords: Data generating equation; Optimal equivariant estimate; Scale family; Conditionality principle; Minimal sufficient; Uniform distribution;