Prior-free probabilistic prediction of future observations
Ryan Martin
Rama T. Lingham
10.6084/m9.figshare.1332457.v1
https://tandf.figshare.com/articles/journal_contribution/Prior_free_probabilistic_prediction_of_future_observations/1332457
<div><p>Prediction of future observations is a fundamental problem in statistics. Here we present a general approach based on the recently developed inferential model (IM) framework. We employ an IM-based technique to marginalize out the unknown parameters, yielding prior-free probabilistic prediction of future observables. Verifiable sufficient conditions are given for validity of our IM for prediction, and a variety of examples demonstrate the proposed method's performance. Thanks to its generality and ease of implementation, we expect that our IM-based method for prediction will be a useful tool for practitioners.</p></div>
2015-02-28 00:00:00
prediction
method
im
future observations
future observables
future observations Prediction