A note on modified estimative prediction limits and distributions

被引：22

作者：

Vidoni, P ^{[1
]}

机构：

[1] Univ Udine, Dept Stat, I-33100 Udine, Italy

来源：

BIOMETRIKA | 1998年 / 85卷 / 04期

关键词：

coverage probability; Laplace method; natural exponential family; p*-formula; prediction interval; predictive density;

D O I：

10.1093/biomet/85.4.949

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

In this paper a modification of the estimative prediction limit is derived, for which the coverage probability equals the target value to third-order accuracy, under ordinary repeated sampling. It provides an explicit approximate solution to the equation given by Barndorff-Nielsen & Cox(1996), which determines an upper alpha-prediction limit for an unobserved random variable. The corresponding predictive density is specified in a simple closed form and its main properties are emphasised.

引用

页码：949 / 953

页数：5