Empirical Bayes Prediction in Exponential Distribution

被引：1

作者：

王立春

机构：

[1] AMSS

[2] Beijing

[3] CAS

[4] institute of Applied Mathematics

来源：

Communications in Mathematical Research | 2005年 / 03期

关键词：

empirical Bayes; prediction; confidence interval;

D O I：

10.13447/j.1674-5647.2005.03.011

中图分类号：

O212.8 [贝叶斯统计];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper concerns with an empirical Bayes prediction problem in exponential distribution. Using observed samples, we construct a prediction interval for a set of interest which consists of some unobserved samples. Simulation studies with different prior distributions are conducted to examine coverage probability of the prediction interval.

引用

页码：81 / 87

页数：7

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