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Additional Topics in Prediction Methodology

  • Thomas J. Santner
  • Brian J. Williams
  • William I. Notz
Part of the Springer Series in Statistics book series (SSS)

Abstract

A predictive distribution for the random variable Y 0 is meant to capture all the information about Y 0 that is contained in Y n = (Y 1, ..., Y n ). Of course, knowing Y n does not completely specify Y 0 but Y n does provide a probability distribution of more likely and less likely values for Y 0 that is called the predictive distribution of Y 0 given Y n . This section derives predictive distributions useful for computer output based on two hierarchical models for [Y 0, Y n ]. Section 4.2 considers prediction in the case of multiple response models, as described in Section 2.3.

Keywords

Training Data Prediction Interval Predictive Distribution White Noise Process Stationary Gaussian Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2003

Authors and Affiliations

  • Thomas J. Santner
    • 1
  • Brian J. Williams
    • 1
  • William I. Notz
    • 1
  1. 1.Department of StatisticsOhio State UniversityColumbusUSA

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