On Prediction Intervals for Binomial Data

Closed Form Prediction Intervals for a Binomial Random Variable

A prediction interval for a binomial random variable is an important tool in many industry applications. The performance of the existing prediction intervals, however, are unsatisfactory when the true binomial proportion is near a boundary. Since the true proportion can be very small in real applications, in this study, we propose improved prediction intervals with better coverage probability t...

Improved closed-form prediction intervals for binomial and Poisson distributions

The problems of constructing prediction intervals for the binomial and Poisson distributions are considered. Available approximate, exact and conditional methods for both distributions are reviewed and compared. Simple approximate prediction intervals based on the joint distribution of the past samples and the future sample are proposed. Exact coverage studies and expected widths of prediction ...

Comparison of five introduced confidence intervals for the binomial proportion

So far many confidence intervals were introduced for the binomial proportion. In this paper, our purpose is comparing five well known based on their exact confidence coefficient and average coverage probability.

A Note on Teaching Binomial Confidence Intervals

Prediction intervals for future Weibull residual data

In reliability theory, risk analysis, renewal processes and actuarial studies, the residual lifetimes data play an important essential role in studying the conditional tail of the lifetime data. In this paper, Based on some observed ordered residual Weibull data, we introduce different prediction methods for obtaining prediction intervals of future residual lifetimes including likelihood, Wald,...