A Simple Predictive Density Function

DOI10.2307/2287730MaRDI QIDQ3968316zbMATH OpenOpenAlexFDO

Authors Michel G. Lejeune, G. David Faulkenberry

Publication date 1982

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

zbMATH Keywords

noninformative priorexponential distributionnormal distributionsposterior predictive densityeasily computable predictive densitymaximum likelihood predictive density

Mathematics Subject Classification ID

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

Cited in

(12)

• Determination of warranty length for one-shot devices with Rayleigh lifetime distribution
• Optimal control designs using predicting densities for the multivariate linear model
• Prediction with confidence -- a general framework for predictive inference
• Asymptotic normality with small relative errors of posterior probabilities of half-spaces
• Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
• Prediction in several conventional contexts
• On the failure rate estimation of the inverse gaussian distribution
• Replicability of studies following a dual-criterion design
• H‐likelihood Predictive Intervals for Unobservables
• 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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