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Metrika

, Volume 81, Issue 7, pp 775–796 | Cite as

Highest posterior mass prediction intervals for binomial and poisson distributions

  • K. Krishnamoorthy
  • Shanshan Lv
Article
  • 77 Downloads

Abstract

The problems of constructing prediction intervals (PIs) for the binomial and Poisson distributions are considered. New highest posterior mass (HPM) PIs based on fiducial approach are proposed. Other fiducial PIs, an exact PI and approximate PIs are reviewed and compared with the HPM-PIs. Exact coverage studies and expected widths of prediction intervals show that the new prediction intervals are less conservative than other fiducial PIs and comparable with the approximate one based on the joint sampling approach for the binomial case. For the Poisson case, the HPM-PIs are better than the other PIs in terms of coverage probabilities and precision. The methods are illustrated using some practical examples.

Keywords

Coverage probability Fiducial method Highest probability mass function Precision Predicting distribution 

Notes

Acknowledgements

The authors are grateful to two reviewers and the editor for providing valuable comments and suggestions.

Supplementary material

184_2018_658_MOESM1_ESM.txt (2 kb)
Supplementary material 1 (txt 1 KB)

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Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2018

Authors and Affiliations

  1. 1.University of Louisiana at LafayetteLafayetteUSA

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