A Simple Predictive Density Function

DOI10.2307/2287730zbMath0502.62052OpenAlexW4244401518MaRDI QIDQ3968316

Michel G. Lejeune, G. David Faulkenberry

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/2287730

zbMATH Keywords

exponential distributionnoninformative priornormal distributionsposterior predictive densityeasily computable predictive densitymaximum likelihood predictive density

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items (11)

Asymptotic normality with small relative errors of posterior probabilities of half-spaces ⋮ H‐likelihood Predictive Intervals for Unobservables ⋮ Determination of warranty length for one-shot devices with Rayleigh lifetime distribution ⋮ Prediction with confidence -- a general framework for predictive inference ⋮ On the failure rate estimation of the inverse gaussian distribution ⋮ Optimal control designs using predicting densities for the multivariate linear model ⋮ Prediction in several conventional contexts ⋮ Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder). ⋮ Asymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distribution ⋮ Bayesian and frequentist prediction limits for the Poisson distribution ⋮ A note on the consistency of the modified Fisher prediction function

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