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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
94 PREDICTIVE RANDOM SETS
−4 −2 0 2 4
0 1 2 3 4 5 6 7
x
µ
Figure 5.2 Taken from [82]. Level γ = 0.9 plausibility intervals for µ with σ
2
= 1 in the
Gaussian example of Section 5.5.1. The shaded region is the plausibility interval found with
the elastic belief method, which collapses to the point µ = 0 for x < Φ
1
(0.05). The dotted
lines marks the boundary of the plausibility interval obtained from the conditioning rule. Both
methods have the same lower boundary.
1, and G
1
0
(θ) 0. An alternative association can be derived from the waiting times
in a Poisson process [67]; see Exercise 5.6. That association introduces additional
challenges because the auxiliary ...
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Publisher Resources

ISBN: 9781439886519