Comparison of Confidence and Prediction Intervals

نویسندگان

  • John E. Ash
  • Yajie Zou
  • Yinhai Wang
چکیده

1 2 A major focus for transportation safety analysts is the development of crash prediction models, a 3 task for which an extremely wide selection of model types are available. Perhaps the most common 4 crash prediction model is the negative binomial (NB) regression model. The NB model gained 5 popularity due to its relative ease of implementation and its ability to handle overdispersion in 6 crash data. Recently, many new models including the Poisson-inverse-Gaussian, Sichel, Poisson7 lognormal, and Poisson-Weibull models have been introduced as they can also accommodate 8 overdispersion and could potentially replace the NB model, since many have been found to 9 perform better. All five of the aforementioned models, including the NB model, can be classified 10 as mixed-Poisson models. A mixed-Poisson model arises when an error term, following a chosen 11 mixture distribution, enters the functional form for the Poisson parameter. For the NB model, the 12 mixture distribution is selected as gamma, hence the alternate model name of Poisson-gamma 13 model. In this paper, confidence intervals (CIs) for the Poisson mean (μ) and Poisson parameter 14 (m, alternately referred to as safety), as well as prediction intervals (PIs) for the predicted number 15 of crashes at a new site are derived for each of the aforementioned types of mixed-Poisson models. 16 After the derivations, the theory is put into practice when CIs and PIs are estimated for mixed17 Poisson models developed from a Texas crash dataset. Ultimately, this study provides safety 18 analysts with tools to express levels of uncertainty associated with estimates from safety-modeling 19 efforts instead of simply providing point estimates. 20

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

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.

متن کامل

Monte Carlo Comparison of Approximate Tolerance Intervals for the Poisson Distribution

The problem of finding  tolerance intervals receives very much attention of researchers and are widely used in various statistical fields, including biometry, economics, reliability analysis and quality control. Tolerance interval is a random interval  that covers a specified  proportion of the population with a specified confidence level. In this paper, we compare approximate tolerance interva...

متن کامل

BAYES PREDICTION INTERVALS FOR THE BURR TYPE XI1 DISTRIBUTION IN THE PRESENCE OF OUTLIERS

Using a sample fiom Burr type XU distribution, Bayes prediction intervals are derived for the maximum and minimum of a future sample fromthe same distribution, but in the presence of a single outlier of the type 8,8. The prior of Q is assumed to be the gamma conjugate. A real example is given to illustrate the procedure. Also, the comparison between the values of the prediction bounds for dif...

متن کامل

Non-Bayesian Estimation and Prediction under Weibull Interval Censored Data

In this paper, a one-sample point predictor of the random variable X is studied. X is the occurrence of an event in any successive visits $L_i$ and $R_i$ :i=1,2…,n (interval censoring). Our proposed method is based on finding the expected value of the conditional distribution of X given $L_i$ and $R_i$ (i=1,2…,n). To make the desired prediction, our approach is on the basis of approximating the...

متن کامل

Exact maximum coverage probabilities of confidence intervals with increasing bounds for Poisson distribution mean

 ‎A Poisson distribution is well used as a standard model for analyzing count data‎. ‎So the Poisson distribution parameter estimation is widely applied in practice‎. ‎Providing accurate confidence intervals for the discrete distribution parameters is very difficult‎. ‎So far‎, ‎many asymptotic confidence intervals for the mean of Poisson distribution is provided‎. ‎It is known that the coverag...

متن کامل

Comparison of Maximum Likelihood Estimation and Bayesian with Generalized Gibbs Sampling for Ordinal Regression Analysis of Ovarian Hyperstimulation Syndrome

Background and Objectives: Analysis of ordinal data outcomes could lead to bias estimates and large variance in sparse one. The objective of this study is to compare parameter estimates of an ordinal regression model under maximum likelihood and Bayesian framework with generalized Gibbs sampling. The models were used to analyze ovarian hyperstimulation syndrome data.   Methods: This study use...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2015