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METRON

, Volume 76, Issue 2, pp 273–275 | Cite as

Comment on “Confidence, credibility and prediction”

  • A. H. Welsh
Article
  • 36 Downloads

My comments focus mainly on the paper’s contribution to prediction which is presented largely through two examples in the second part of the paper.

It is easier to work with prediction of continuous than discrete random variables, so we first consider a slightly simplified version of the second example (Sect. 4.3 in the paper). Suppose we want to predict the value of \(Y|\mu \sim N(\mu ,1)\)

Keywords

Posterior predictive distribution Prediction interval Predictive coverage 

Reference

  1. 1.
    Hampel, F.: Nonadditive probabilities in statistics. J. Stat. Theory Pract. 3, 11–23 (2008)MathSciNetCrossRefzbMATHGoogle Scholar

Copyright information

© Sapienza Università di Roma 2018

Authors and Affiliations

  1. 1.Mathematical Sciences InstituteAustralian National UniversityCanberraAustralia

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