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Prediction Intervals and Empirical Bayes Confidence Intervals

Published online by Cambridge University Press:  05 September 2017

D. R. Cox
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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 

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References

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