Highest posterior mass prediction intervals for binomial and Poisson distributions
type: Item
instance of: scholarly article
title: Highest posterior mass prediction intervals for binomial and Poisson distributions
zbMATH Open document ID: 1411.62269
author: K. Krishnamoorthy
author: Shanshan Lv
published in: Metrika
publication date: 2018-10-01T00:00:00Z
review text: 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.
reviewed by: B. L. S. Prakasa Rao
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F25
zbMATH DE Number: 6945896
zbMATH Keywords: coverage probability
zbMATH Keywords: fiducial method
zbMATH Keywords: highest probability mass function
zbMATH Keywords: precision
zbMATH Keywords: predicting distribution
describes a project that uses: StInt
MaRDI profile type: Publication
full work available at URL: s00184-018-0658-z
OpenAlex ID: W2797487500
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DOI: 10.1007/S00184-018-0658-Z
description: scientific article; zbMATH DE number 6945896