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Fiducial prediction intervals. (English) Zbl 1237.62038

Summary: This paper presents an approach for constructing prediction intervals for any given distribution. The approach is based on the principle of fiducial inference. We use several examples, including the normal, binomial, exponential, gamma, and Weibull distributions, to illustrate the proposed procedure.

MSC:

62F99 Parametric inference
62A99 Foundational topics in statistics

Software:

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References:

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