Asymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distribution

DOI10.1007/S42952-021-00157-XMaRDI QIDQ109302zbMATH OpenOpenAlexFDO

Authors Valbona Bejleri, Luca Sartore, Balgobin Nandram, Valbona Bejleri, Luca Sartore, Balgobin Nandram

Publication date 17 December 2021

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42952-021-00157-x

zbMATH Keywords

BayesianJeffreys' priorfrequentistoptimalPoisson predictionproper prior

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25)

Recommendations

• Bayesian and frequentist prediction limits for the Poisson distribution
• Bayesian predictive distribution for a Poisson model with a parametric restriction
• scientific article; zbMATH DE number 1283899
• Bayesian and non-Bayesian interval estimators for the Poisson mean
• Estimation of parameters of Poisson distributions in a Bayesian frame
• Bayesian estimation of the distribution function of the Poisson model
• Asymptotics and sharp bounds in the Poisson approximation to the Poisson-binomial distribution
• scientific article; zbMATH DE number 2114228
• Asymptotic theory of simultaneous estimation of Poisson means

Cites work

• scientific article; zbMATH DE number 3473265 (Why is no real title available?)
• scientific article; zbMATH DE number 3513162 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 3555223 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 1237738 (Why is no real title available?)
• scientific article; zbMATH DE number 837679 (Why is no real title available?)
• scientific article; zbMATH DE number 3205749 (Why is no real title available?)
• scientific article; zbMATH DE number 3196614 (Why is no real title available?)
• A Method of Obtaining Prediction Intervals
• A Note on Confidence Sets for Random Variables
• A Note on Faulkenberry's Method of Obtaining Prediction Intervals
• A Simple Predictive Density Function
• Bayesian and frequentist prediction limits for the Poisson distribution
• Bayesian and non-Bayesian interval estimators for the Poisson mean
• Bayesian data analysis.
• Closed form prediction intervals applied for disease counts
• Confidence distribution, the frequentist distribution estimator of a parameter: a review
• Coverage probability of prediction intervals for discrete random variables
• Frequentist prediction intervals and predictive distributions
• Improved closed-form prediction intervals for binomial and Poisson distributions
• On prediction intervals based on predictive likelihood or bootstrap methods
• Predicting the Confidence of Passing Life Tests
• Prediction and asymptotics
• Prediction intervals based on partial observations for some discrete distributions
• Some problems of statistical prediction
• The Selection of Prior Distributions by Formal Rules

Cited in

(4)

• Bayesian prediction with approximate frequentist validity.
• plpoisson
• Predictive measures of the conflict between frequentist and Bayesian estimators
• Bayesian and frequentist prediction limits for the Poisson distribution

Describes a project that uses

Uses Software

• BayesDA

This page was built for publication: Asymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q109302)