Bayesian Predictive Inference for Some Linear Models Under Student-T Errors by Azizur Rahman
In real life often we need to make inferences about the behaviour of the unobserved responses for a model based on the observed responses from the model. Regression models with normal errors are commonly considered in prediction problems. However, when the underlying distributions have heavier tails, the normal errors assumption fails to allow sufficient probability in the tail areas to make allowance for any extreme value or outliers. As well, it cannot deal with the uncorrelated but not independent observations which are common in time series and econometric studies. In such situations, the Student-t errors assumption is appropriate. Traditionally, a number of statistical methods such as the classical, structural distribution and structural relations approaches can lead to prediction distributions, the Bayesian approach is more sound in statistical theory. This book, therefore, deals with the derivation problems of prediction distributions for some widely used linear models having Student-t errors under the Bayesian approach. Results reveal that our models are robust and the Bayesian approach is competitive with traditional methods. In perturbation analysis, process control, optimization, classification, discordancy testing, interim analysis, speech recognition, online environmental learning and sampling curtailment studies predictive inferences are successfully used.
Read online Bayesian Predictive Inference for Some Linear Models Under Student-T Errors Buy and read online Bayesian Predictive Inference for Some Linear Models Under Student-T Errors Download and read Bayesian Predictive Inference for Some Linear Models Under Student-T Errors ebook, pdf, djvu, epub, mobi, fb2, zip, rar, torrent Download to iPad/iPhone/iOS, B&N nook Bayesian Predictive Inference for Some Linear Models Under Student-T Errors
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Author: Azizur Rahman
Number of Pages: 88 pages
Published Date: 30 Jun 2008
Publisher: VDM Verlag
Publication Country: Germany
Language: English
Type: PDF
ISBN: 9783639040869
File size: 44 Mb
Download Link: Bayesian Predictive Inference for Some Linear Models Under Student-T Errors
---------------------------------------------------------------
Author: Azizur Rahman
Number of Pages: 88 pages
Published Date: 30 Jun 2008
Publisher: VDM Verlag
Publication Country: Germany
Language: English
Type: PDF
ISBN: 9783639040869
File size: 44 Mb
Download Link: Bayesian Predictive Inference for Some Linear Models Under Student-T Errors
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In real life often we need to make inferences about the behaviour of the unobserved responses for a model based on the observed responses from the model. Regression models with normal errors are commonly considered in prediction problems. However, when the underlying distributions have heavier tails, the normal errors assumption fails to allow sufficient probability in the tail areas to make allowance for any extreme value or outliers. As well, it cannot deal with the uncorrelated but not independent observations which are common in time series and econometric studies. In such situations, the Student-t errors assumption is appropriate. Traditionally, a number of statistical methods such as the classical, structural distribution and structural relations approaches can lead to prediction distributions, the Bayesian approach is more sound in statistical theory. This book, therefore, deals with the derivation problems of prediction distributions for some widely used linear models having Student-t errors under the Bayesian approach. Results reveal that our models are robust and the Bayesian approach is competitive with traditional methods. In perturbation analysis, process control, optimization, classification, discordancy testing, interim analysis, speech recognition, online environmental learning and sampling curtailment studies predictive inferences are successfully used.
Read online Bayesian Predictive Inference for Some Linear Models Under Student-T Errors Buy and read online Bayesian Predictive Inference for Some Linear Models Under Student-T Errors Download and read Bayesian Predictive Inference for Some Linear Models Under Student-T Errors ebook, pdf, djvu, epub, mobi, fb2, zip, rar, torrent Download to iPad/iPhone/iOS, B&N nook Bayesian Predictive Inference for Some Linear Models Under Student-T Errors