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Shortest prediction intervals for the birnbaum-saunders distribution |
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| Authors: | Anthony F Desmond Zhenlin Yang |
| Institution: | 1. Department of Mathematics and Statistics , University of Guelph , Guelph, Ontario, N1G 2W1, Canada;2. Department of Economics and Statistics , National University of Singapore , 10 Kent Ridge Crescent, 0511, Singapore |
| Abstract: | Shortest prediction intervals for a future observation from the Birnbaum-Saunders distribution are obtained from both frequentist and Bayesian perspectives. Comparisons are made with alternative intervals obtained via inversion. Monte Carlo simulations are performed to assess the approximate intervals. |
| Keywords: | Birnbaum-Saunders distribution shortest prediction interval |