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Inequalities for estimative and predictive probabilities
Author(s) -
Jensen D. R.
Publication year - 1980
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710220808
Subject(s) - mathematics , sequence (biology) , inequality , gaussian , statistics , regular polygon , combinatorics , mathematical analysis , physics , geometry , genetics , quantum mechanics , biology
Let μE be the estimative and μP the predictive measures for assessing Gaussian probabilities. It is shown for convex symmetric sets A that μE ( A ) μP ( A ) and that similar inequalities hold between members of a sequence of predictive measures. An application yields inequalities for generalized indices of atypicality associated with the two methods.