Summary
The probability statement about the outcome of a future experiment using the data from an informative experiment is known as prediction. This paper develops a procedure for deriving prediction distribution using the structural relations between the observations and the parameters. The procedure has been applied to the derivation of prediction distribution for data from the multivariate normal model and the normal multivariate regression model.
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Haq, M.S. Structural relations and prediction for the multivariate models. Statistische Hefte 23, 218–227 (1982). https://doi.org/10.1007/BF02933051
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DOI: https://doi.org/10.1007/BF02933051