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Prediction limits for an exponential distribution: a Bayes predictive distribution approach

✍ Scribed by Upadhyay, S.K.; Pandey, M.


Book ID
114555456
Publisher
IEEE
Year
1989
Tongue
English
Weight
298 KB
Volume
38
Category
Article
ISSN
0018-9529

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Let {Fn} be a ΓΏltration, {Xn} an adapted sequence of real random variables, and { n} a predictable sequence of non-negative random variables with 1 ΒΏ 0. Set ΓΏn = n i=1 i and deΓΏne the random distribution functions Fn(t) = (1=ΓΏn) n i=1 i I {X i 6t} and Bn(t) = (1=ΓΏn) n i=1 i P(Xi 6 t|Fi-1). Under mil