کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
417897 681591 2008 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Coverage probability of prediction intervals for discrete random variables
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Coverage probability of prediction intervals for discrete random variables
چکیده انگلیسی

Prediction interval is a widely used tool in industrial applications to predict the distribution of future observations. The exact minimum coverage probability and the average coverage probability of the conventional prediction interval for a discrete random variable have not been accurately derived in the literature. In this paper, procedures to compute the exact minimum confidence levels and the average confidence levels of the prediction intervals for a discrete random variable are proposed. These procedures are illustrated with examples and real data applications. Based on these procedures, modified prediction intervals with the minimum coverage probability or the average coverage probability close to the nominal level can be constructed.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 53, Issue 1, 15 September 2008, Pages 17–26
نویسندگان
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