Fiducial prediction intervals

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• 作者：C.M. Wang^a ; ^{jwang@boulder.nist.gov} ; Jan Hannig^b ; Hari K. Iyer^a ; ^c ; ¹
• 关键词：Fiducial inference ; Gamma distribution ; Statistical intervals
• 刊名：Journal of Statistical Planning and Inference
• 出版年：2012
• 期刊代码：36_03783758
• 类别：mt
• 出版时间：July, 2012
• 卷：142
• 期：7
• 页码：1980-1990
• 文件大小：213 K

摘要

This paper presents an approach for constructing prediction intervals for any given distribution. The approach is based on the principle of fiducial inference. We use several examples, including the normal, binomial, exponential, gamma, and Weibull distributions, to illustrate the proposed procedure.