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