A Monte Carlo Method for Estimating Prediction Limit for the Arithmetic Mean of Lognormal Sample

DOI10.1080/03610920601144145zbMath1124.62013OpenAlexW2150913645MaRDI QIDQ5421565

Hea-Jung Kim

Publication date: 24 October 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601144145

zbMATH Keywords

Gibbs samplerMC methodfull conditional posterior predictive distributionupper prediction limit

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

Cites Work

• Markov chains for exploring posterior distributions. (With discussion)
• Monte Carlo methods in Bayesian computation
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Approximation Theorems of Mathematical Statistics
• On a property of probability matching priors: matching the alternative coverage probabilities
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
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