Fiducial prediction intervals |
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| Authors: | CM Wang Jan Hannig Hari K Iyer |
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| Institution: | 1. Statistical Engineering Division, National Institute of Standards and Technology, Boulder, CO 80305, United States;2. Department of Statistics and Operations Research, University of North Carolina, Chapel Hill, NC 27599, United States;3. Department of Statistics, Colorado State University, Fort Collins, CO 80523, United States |
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| 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, exponential, gamma, and Weibull distributions, to illustrate the proposed procedure. |
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| Keywords: | Fiducial inference Gamma distribution Statistical intervals |
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