Coverage probability of prediction intervals for discrete random variables

DOI10.1016/j.csda.2008.07.017zbMath1452.62239OpenAlexW2091198346WikidataQ63641648 ScholiaQ63641648MaRDI QIDQ1023923

Hsiuying Wang

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.07.017

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric tolerance and confidence regions (62F25)

Related Items (7)

Improved closed-form prediction intervals for binomial and Poisson distributions ⋮ Comparison of \(p\) control charts for low defective rate ⋮ Computational aspects of statistical intervals based on two type-II censored samples ⋮ Asymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distribution ⋮ Highest posterior mass prediction intervals for binomial and Poisson distributions ⋮ Bayesian and frequentist prediction limits for the Poisson distribution ⋮ Methods to compute prediction intervals: a review and new results

Uses Software

• StInt

Cites Work

• Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics.
• Improving Coverage Accuracy of Nonparametric Prediction Intervals
• Frequentist prediction intervals and predictive distributions
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