%0 Journal Article %A Martin, Ryan %A T. Lingham, Rama %D 2015 %T Prior-free probabilistic prediction of future observations %U https://tandf.figshare.com/articles/journal_contribution/Prior_free_probabilistic_prediction_of_future_observations/1332457 %R 10.6084/m9.figshare.1332457.v1 %2 https://ndownloader.figshare.com/files/1944431 %K prediction %K method %K im %K future observations %K future observables %K future observations Prediction %X

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.

%I Taylor & Francis