JSM 2004 Online Program

Abstract #301613

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Activity Number:	115
Type:	Contributed
Date/Time:	Monday, August 9, 2004 : 10:30 AM to 12:20 PM
Sponsor:	Section on Physical and Engineering Sciences
Abstract - #301613
Title:	Generalized Prediction Intervals
Author(s):	Chih-Ming Wang*+ and Hari K. Iyer
Companies:	National Institute of Standards and Technology and Colorado State University
Address:	325 Broadway, Boulder, CO, 80305,
Keywords:	generalized inference ; random effects models ; variance components
Abstract:	We develop the method of the generalized prediction pivotal quantities (GPPQ) and use the method to derive prediction intervals for various models. We illustrate the method of GPPQ by constructing prediction intervals for future observations when sampling from the balanced one-way random effects models.

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