Abstract
A predictive distribution is useful for monitoring departures from baseline performance. Several possible definitions of predictive distribution are presented and compared. The Bayesian definition using the Jeffreys non informative prior is recommended as a compromise among the competing definitions.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Eide SA, Atwood CL, Youngblood R, Rasmuson DM. Monitoring and reporting industry performance for the initiating events cornerstone of safety. INEEL/EXT-03-01179, 2003
Atwood CL. Predictive distributions for Poisson and binomial counts. STATWOOD-2002/1.1., 2002
Johnson NL, Kotz S, Kemp AW. Univariate discrete distributions, 2nd ed. Wiley, New York, 1992, Equation 5.31
Johnson NL, Kotz S. Continuous univariate distributions — 2. Wiley, New York, 1970, Sections 26.1 and 24.2.
Knüsel L. The prediction problem as the dual form of the two-sample problem with applications to the Poisson and the binomial distribution. Am. Statistician, 48: 214–219, 1994
Nelson W. Confidence intervals for the ratio of two Poisson means and Poisson predictor intervals. IEEE Trans. Rel., R-19: 42–49, 1970
Hahn GJ., Meeker WQ. Statistical intervals: a guide for practitioners. Wiley-Interscience, New York, 1991
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2004 Springer-Verlag London
About this paper
Cite this paper
Atwood, C.L. (2004). Predictive Distributions for Detecting Departures from an Uncertain Baseline. In: Spitzer, C., Schmocker, U., Dang, V.N. (eds) Probabilistic Safety Assessment and Management. Springer, London. https://doi.org/10.1007/978-0-85729-410-4_170
Download citation
DOI: https://doi.org/10.1007/978-0-85729-410-4_170
Publisher Name: Springer, London
Print ISBN: 978-1-4471-1057-6
Online ISBN: 978-0-85729-410-4
eBook Packages: Springer Book Archive