Nonparametric Predictive Inference
نویسنده
چکیده
Nonparametric predictive inference (NPI) is a statistical method based on Hill’s assumption A(n) [13], which gives a direct conditional probability for a future observable random quantity, conditional on observed values of related random quantities [1, 3]. Suppose that X1, . . . , Xn, Xn+1 are continuous and exchangeable random quantities. Let the ordered observed values of X1, . . . , Xn be denoted by x(1) < x(2) < . . . < x(n) <∞, and let x(0) = −∞ and x(n+1) =∞ for ease of notation. For a future observation Xn+1, based on n observations, A(n) [13] is
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