Highest posterior mass prediction intervals for binomial and Poisson distributions (Q1785796)
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scientific article; zbMATH DE number 6945896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Highest posterior mass prediction intervals for binomial and Poisson distributions |
scientific article; zbMATH DE number 6945896 |
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Highest posterior mass prediction intervals for binomial and Poisson distributions (English)
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1 October 2018
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The authors consider the problem of constructing prediction intervals (PIs) for the binomial and the Poisson distribution. They propose new highest posterior mass (HPM) PIs based on fiducial approach and compare them with an exact PI and an approximate PI. It was shown that the proposed PIs are less conservative than other fiducial PIs and, for the Poisson case, the HPM-PIs are better than the other PIs in terms of the coverage probabilities. Some examples are presented.
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coverage probability
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fiducial method
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highest probability mass function
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precision
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predicting distribution
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