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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
166 PREDICTION OF FUTURE OBSERVATIONS
Singleton. A singleton assertion is of the form A = {
˜
Y = ˜y} for a fixed ˜y. The
optimal predictive random set worked out in [180] for this assertion is compli-
cated, but a natural choice that is suitable in most cases (and optimal in some
cases) is the “default” predictive random set S = {w : |w 0.5| |W 0.5|},
for W Unif(0, 1). Then the C-step gives the plausibility function
pl
Y
(A) = P
S
{G
1
Y
(S) A 6= }= 1 −|2G
Y
( ˜y) 1| (9.6)
The prediction region (9.8) based on the plausibility function in (9.6) will be a
two-sided prediction bound for
˜
Y .
It is important to note that, although the general P- and C-steps ...
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Publisher Resources

ISBN: 9781439886519