التفاصيل البيبلوغرافية
| العنوان: |
Studentization and prediction in a multivariate normal setting. |
| المؤلفون: |
Eaton, Morris L.1 eaton@stat.umn.edu, Fraser, D. A. S.2 dfraser@utstat.toronto.edu |
| المصدر: |
Statistica Neerlandica. Aug2005, Vol. 59 Issue 3, p268-276. 9p. |
| مصطلحات موضوعية: |
*MULTIVARIATE analysis, *ANALYSIS of variance, *MATHEMATICAL statistics, *PROBABILITY theory, *MATHEMATICS |
| مستخلص: |
In a simple multivariate normal prediction setting, derivation of a predictive distribution can flow from formal Bayes arguments as well as pivoting arguments. We look at two special cases and show that the classical invariant predictive distribution is based on a pivot whose sampling distribution depends on the parameter – that is, the pivot is not an ancillary statistic. In contrast, a predictive distribution derived by a structural argument is based on a pivot with a parameter free distribution (an ancillary statistic). The classical procedure is formal Bayes for the Jeffreys prior. Our results show that this procedure does not have a structural or fiducial interpretation. [ABSTRACT FROM AUTHOR] |
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| قاعدة البيانات: |
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