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. S...
supported by the National Natural Science Foundation of China(Grant No.10271001).
For a system of two seemingly unrelated regression equations given by (?)(y_1 is an m×1 vector and y_2 is an n×1 vector,m≠n),employ- ing the covariance adjusted technique,we propose the parametric Bayes and empiric...