A Simple Predictive Density Function

Michel Lejeune, G. David Faulkenberry

Journal of the American Statistical Association · 1982 · 83 citations · 9 references

Concepts

Abstract

Abstract An easily computable predictive density is considered. Although involving a plain maximum likelihood technique, it coincides with the posterior predictive density with a noninformative prior. For standard situations achievements are comparable with classical inference.

References

9