کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1144697 | 957428 | 2014 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Bayes and robust Bayes prediction with an application to a rainfall prediction problem
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
In this paper, we consider the prediction problem of a future observation in a family of scale parameter models under a class of precautionary prediction loss function in the context of Bayes and robust Bayes methodology. Under three members of the precautionary prediction loss functions, which are suitable members when considering scale invariant models, we deal with Bayes, Minimax, Posterior Regret Gamma Minimax and Least Sensitive prediction of future observation YY based on currently observed data XX. We also conduct a simulation study and a data analysis to illustrate the practical utility of the prediction procedure and to compare performance of the proposed predictors, as well.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 43, Issue 2, June 2014, Pages 275–291
Journal: Journal of the Korean Statistical Society - Volume 43, Issue 2, June 2014, Pages 275–291
نویسندگان
Ali Karimnezhad, Sara Niazi, Ahmad Parsian,