Accession Number:

ADA043279

Title:

Prediction Intervals with the Dirichlet Prior.

Descriptive Note:

Interim rept.,

Corporate Author:

FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s):

Report Date:

1977-06-01

Pagination or Media Count:

21.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE