Classical and Bayesian Prediction Intervals

Abstract

Prediction intervals (or sets) having certain characteristics fulfill the role of confidence and tolerance intervals in estimation theory. We start with some general concepts and two examples. For further reading on prediction and tolerance intervals, the reader is referred to the book by Aitchison and Dunsmore (1975) and the review paper by Bjørnstad (1990).KeywordsLimit PointPrediction IntervalNegative Binomial DistributionPredictive DistributionFinite PopulationThese 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.