A non-Bayesian predictive approach for statistical calibration

A non-Bayesian predictive approach for statistical calibration is introduced. This is based on particularizing to the calibration setting the general definition of non-Bayesian (or frequentist) predictive probability density proposed by Harris [Predictive fit for natural exponential families, Biometrika 76 (1989), pp. 675–684]. The new method is elaborated in detail in case of Gaussian linear univariate calibration. Through asymptotic analysis and simulation results with moderate sample size, it is shown that the non-Bayesian predictive estimator of the unknown parameter of interest in calibration (commonly, a substance concentration) favourably compares with previous estimators such as the classical and inverse estimators, especially for extrapolation problems. A further advantage of the non-Bayesian predictive approach is that it provides not only point estimates but also a predictive likelihood function that allows the researcher to explore the plausibility of any possible parameter value, which is als...