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Activity Number: 470 - Bayes Theory and Foundations
Type: Contributed
Date/Time: Wednesday, August 2, 2017 : 8:30 AM to 10:20 AM
Sponsor: Section on Bayesian Statistical Science
Abstract #323377 View Presentation
Title: Highest Posterior Mass Prediction Intervals for Binomial and Poisson Distributions
Author(s): Kalimuthu Krishnamoorthy*
Companies: Univ of Louisiana
Keywords: Prediction Interval ; Fiducial Inference ; Jeffreys Prior ; HPM PI ; Discrete Distribution
Abstract:

The problems of constructing prediction intervals (PIs) for the binomial and Poisson distributions are considered. New highest probability mass (HPM) PIs based on fiducial approach are proposed. Other fiducial PIs and approximate PIs are reviewed and compared with the HPM-PIs. Exact coverage studies and expected widths of prediction intervals show that the new prediction intervals are less conservative than other fiducial PIs and comparable with the approximate one based on the joint sampling approach for the binomial case. For the Poisson, the HPM-PIs are better than the other PIs in terms of coverage probabilities and precision. The methods are illustrated using some practical examples.


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