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Hampel, F.: Nonadditive probabilities in statistics. J. Stat. Theory Pract. 3, 11–23 (2008)
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Welsh, A.H. Comment on “Confidence, credibility and prediction”. METRON 76, 273–275 (2018). https://doi.org/10.1007/s40300-018-0138-2
- Posterior predictive distribution
- Prediction interval
- Predictive coverage