Annals of the Institute of Statistical Mathematics

, Volume 45, Issue 3, pp 567–578 | Cite as

Inferential distributions for non-Bayesian predictive fit

  • Hisataka Kuboki


This article proposes a non-Bayesian procedure for constructing inferential distributions which can be used for producing predictive distributions. The concepts of bootstrap and of predictive likelihood are employed for developing the method. A result is obtained for exponential families, and the Bayesian prediction based on Jeffreys' prior is newly justified.

Key words and phrases

Bootstrap estimative fit exponential family inferential distribution Jeffreys' prior predictive distribution predictive fit predictive likelihood 


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Copyright information

© The Institute of Statistical Mathematics 1993

Authors and Affiliations

  • Hisataka Kuboki
    • 1
  1. 1.Department of Communications and SystemsThe University of Electro-CommunicationsChofu, TokyoJapan

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