17.3 Continuous case
For continuous stochastic models X ~ f(·|θ), θ ∈ Θ with continuous parameter Θ and fuzzy a posteriori density π*(·|D*) on the parameter space Θ, the fuzzy predictive density f*(·|D*) of X is defined by the generalization of the standard predictive density:
where the integral is the generalized integral defined in Section 3.6.
f*(·|D*) is a fuzzy density in the sense of Definition 8.1 from Section 8.1.
In continuation of Example 16.1 the calculation of the fuzzy predictive density f*(·|*) can be calculated.