INFERENTIAL DISTRIBUTIONS FOR NON-BAYESIAN PREDICTIVE FIT

被引：3

作者：

KUBOKI, H

机构：

[1] Department of Communications and Systems, The University of Electro-Communications, Chofu, Tokyo, 182

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1993年 / 45卷 / 03期

关键词：

BOOTSTRAP; ESTIMATIVE FIT; EXPONENTIAL FAMILY; INFERENTIAL DISTRIBUTION; JEFFREYS PRIOR; PREDICTIVE DISTRIBUTION; PREDICTIVE FIT; PREDICTIVE LIKELIHOOD;

D O I：

10.1007/BF00773356

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article proposes a non-Bayesian procedure for constructing inferential distributions which can be used for producing predictive distributions. The concepts of bootstrap and of predictive likelihood are employed for developing the method. A result is obtained for exponential families, and the Bayesian prediction based on Jeffreys' prior is newly justified.

引用

页码：567 / 578

页数：12

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