Hostname: page-component-8448b6f56d-cfpbc Total loading time: 0 Render date: 2024-04-24T09:12:31.746Z Has data issue: false hasContentIssue false
  • English
  • Français

Prediction Intervals and Empirical Bayes Confidence Intervals

Published online by Cambridge University Press:  05 September 2017

D. R. Cox
Get access Rights & Permissions [Opens in a new window]

Abstract

Approximate parametric prediction intervals are obtained for an unobserved random variable when the amount of data on which to base the estimation is large. Applications include the construction of approximate confidence intervals in empirical Bayes estimation.

Type
Part III — Statistical Theory
Information
Journal of Applied Probability , Volume 12 , Issue S1 , 1975 , pp. 47 - 55
Copyright
Copyright © 1975 Applied Probability Trust 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Bartlett, M. S. (1953) Approximate confidence intervals. Biometrika 40, 12–19.Google Scholar
Bloomfield, P. (1972) On the error of prediction of a time series. Biometrika 59, 501–507.CrossRefGoogle Scholar
Cox, D. R. and Hinkley, D. V. (1974) Theoretical Statistics. Chapman and Hall, London.Google Scholar
Guttman, I. (1970) Statistical Tolerance Regions. Griffin, London.Google Scholar
Maritz, J. S. (1970) Empirical Bayes Methods. Methuen, London.Google Scholar
Rao, C. R. (1963) Criteria of estimation in large samples. Sankhya A 25, 189–206.Google Scholar