Reformulating Confidence as Extended Likelihood

preprint2025arXivOpen access

Abstract

Fisher's fiducial probability has recently received renewed attention under the name confidence. In this paper, we reformulate it within an extended-likelihood framework, a representation that helps to resolve many long-standing controversies. The proposed formulation accommodates multi-dimensional parameters and shows how higher-order approximations can be used to refine standard asymptotic confidence statements.

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