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Improved closed-form prediction intervals for binomial and Poisson distributions

机译:改进了二项分布和泊松分布的封闭形式预测间隔

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摘要

The problems of constructing prediction intervals for the binomial and Poisson distributions are considered. Available approximate, exact and conditional methods for both distributions are reviewed and compared. Simple approximate prediction intervals based on the joint distribution of the past samples and the future sample are proposed. Exact coverage studies and expected widths of prediction intervals show that the new prediction intervals are comparable to or better than the available ones in most cases. The methods are illustrated using two practical examples.
机译:考虑构造二项式和泊松分布的预测区间的问题。审查并比较了两种分布的可用近似,精确和条件方法。提出了基于过去样本和未来样本的联合分布的简单近似预测区间。精确的覆盖范围研究和预测间隔的预期宽度表明,在大多数情况下,新的预测间隔与可用的预测间隔相当或更好。使用两个实际示例说明了这些方法。

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