Frequentist prediction intervals and predictive distributions
نویسندگان
چکیده
منابع مشابه
Improved closed-form prediction intervals for binomial and Poisson distributions
The problems of constructing prediction intervals for the binomial and Poisson distributions are considered. Available approximate, exact and conditional methods for both distributions are reviewed and compared. Simple approximate prediction intervals based on the joint distribution of the past samples and the future sample are proposed. Exact coverage studies and expected widths of prediction ...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2005
ISSN: 1464-3510,0006-3444
DOI: 10.1093/biomet/92.3.529