Prediction Intervals for First Order Markov Processes.

Abstract

A prediction interval is an interval that contains a future observation with a pre-specified probability. The limits of the interval are functions of known observations from a family of known distributions with given parameters. Though prediction intervals resemble confidence intervals, they differ from the latter conceptually. A confidence interval covers the value of a parameter of a distribution. A prediction interval, on the other hand, encloses the value of a random variable.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1979
Accession Number
ADA078283

Entities

People

  • T. S. Murthy

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Coefficients
  • Computers
  • Data Science
  • Equations
  • Estimators
  • Information Science
  • Markov Processes
  • Normal Distribution
  • Probability
  • Quadratic Equations
  • Random Variables
  • Regression Analysis
  • Standards
  • Stationary
  • Statistical Algorithms
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Statistical inference.