Prediction Intervals with the Dirichlet Prior.

Abstract

Let X sub 1, X sub n and Y1, Y sub n be consecutive samples from a Dirichlet process on (R, B) (the real line R with the Borel sigma field B) with parameter alpha. Typically, prediction intervals employ the previous observations X sub 1, X sub n in order to predict a specified function of the future sample Y sub 1, Y sub n. Here one- and two- sided prediction intervals for at least k of N future observations are developed for the situation in which, in addition to the previous sample, there is prior information available. The information is specified via the parameter alpha of the Dirichlet process. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1977
Accession Number
ADA043279

Entities

People

  • Gregory Campbell
  • Myles Hollander

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • Air Force
  • Coefficients
  • Data Science
  • Discrete Distribution
  • Distribution Functions
  • Information Science
  • Intervals
  • New York
  • Normal Distribution
  • Observation
  • Order Statistics
  • Probability
  • Probability Distributions
  • Random Variables
  • Scientific Research
  • Statistics
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Mathematical Modeling and Probability Theory.