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Prediction Limit for Observation from the Exponential Distribution
Author(s) -
Takada Yoshikazu
Publication year - 1985
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3314955
Subject(s) - diction , mathematics , humanities , exponential function , limit (mathematics) , calculus (dental) , philosophy , mathematical analysis , linguistics , medicine , dentistry , poetry
Prediction limits for the observation from the exponential distribution are considered. Introducing a risk function to compare prediction limits, the limit which minimizes it among the class of α‐invariant prediction limits is obtained.