Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Bayesian and Empirical Bayesian Prediction Analysis for Future Observation

  • Jeong Hwan Ko (Department of Statistics, Andong National University, Andong, 760-749, Korea)
  • Published : 1997.08.01
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Abstract

This paper deals with the problems of obtaining some Bayesian and empirical Bayesian Predictive densities and prediction intervals of a future observation $X_{(\tau+\gamma)}$ in the Rayleigh distribution. Using an inverse gamma prior distribution, some prodictive densities and prodiction intervals are proposed and studied. Also the behaviors of the proposed results are examined via numerical examples.

Keywords

References

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