Prediction Intervals and Empirical Bayes Confidence Intervals

1975/01/01 by D. R. Cox · 5 citations
Mathematics · Computer Science · Decision Sciences · #Statistical Methods and Inference #Bayesian Methods and Mixture Models #Probability and Risk Models

paper · doi:10.1017/s0021900200047550

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.

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