Empirical Bayes Prediction in Exponential Distribution  

作　　者：王立春 

机构地区：[1]institute of Applied Mathematics,AMSS,CAS,Beijing,100080

出　　处：《Northeastern Mathematical Journal》2005年第3期329-335,共7页东北数学（英文版）

基　　金：The NNSF (10271001) of China.

摘　　要：This paper concerns with an empirical Bayes prediction problem in exponential distribution. Using observed samples, we construct a prediction interval for a set of interest which consists of some unobserved samples. Simulation studies with different prior distributions are conducted to examine coverage probability of the prediction interval.This paper concerns with an empirical Bayes prediction problem in exponential distribution. Using observed samples, we construct a prediction interval for a set of interest which consists of some unobserved samples. Simulation studies with different prior distributions are conducted to examine coverage probability of the prediction interval.

关 键 词：empirical Bayes PREDICTION confidence interval 

分 类 号：O212.8[理学—概率论与数理统计]