Predictive inference for a future response using symmetrically trimmed sample from the half-normal model

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• 作者：Hafiz M.R. Khan ^{hmkhan@fiu.edu}
• 关键词：Trimmed sample ; Half-normal model ; Bayesian method ; Statistical inference ; Predictive inference
• 刊名：Computational Statistics and Data Analysis
• 出版年：2012
• 期刊代码：19_01679473
• 类别：cp
• 出版时间：June, 2012
• 卷：56
• 期：6
• 页码：1350-1361
• 文件大小：454 K

摘要

In this paper, the likelihood function and the posterior density function for the parameters given a symmetric trimmed sample are derived. It is assumed that the sample follows the half-normal model. By making use of the Bayesian framework, the predictive density for a single future response is derived. An informative prior is used to derive the predictive results. A simulated sample and a real life sample are utilized to illustrate the results.