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Fiducial Prediction Intervals

Published

Author(s)

Chih-Ming Wang, Jan Hannig, Hariharan K. Iyer

Abstract

This paper presents an approach for constructing prediction intervals for any given distribution. The approach is based on the principle of fiducial inference. We use several examples, including the normal, binomial, gamma, and Weibull distributions, to illustrate the proposed procedure.
Citation
Technometrics
Volume
142

Keywords

fiducial inference, gamma distribution, statistical intervals, Weibull distribution
Created February 18, 2012, Updated February 19, 2017