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Inferential Models
book

Inferential Models

by Ryan Martin, Chuanhai Liu
September 2015
Intermediate to advanced content levelIntermediate to advanced
276 pages
9h 7m
English
Chapman and Hall/CRC
Content preview from Inferential Models
56 INFERENTIAL MODELS
draw U P
U
, i.e., S = S(U) with U P
U
. The intuition is that if a draw U P
U
is a good prediction for the unobserved u
?
, then the random set S = S(U) should be
even better in the sense that there is high probability that S 3 u
?
.
Example 4.1 (cont). In this example we may predict the unobserved u
?
with a pre-
dictive random set S defined by the set-valued mapping
S(u) =
u
0
(0,1) : |u
0
0.5| < |u 0.5|
, u (0,1). (4.8)
As this predictive random set is designed to predict an unobserved uniform variate,
we may also employ (4.8) in other problems, including the Poisson example.
There are, of course, other choices of S(u), e.g., [0, u), (u,1], (0.5u, 0.5 + 0.5u)
and more. Although some other choice of S = S(U) might perform slightly ...
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Publisher Resources

ISBN: 9781439886519