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Prediction Intervals For The Binomial Distribution With Dependent Trials, Florian Sebastian Rueck

Masters Theses

"A generalization of a prediction interval procedure for the binomial distribution to the case of the binomial distribution with dependent trials is considered. Several different methods have been developed for obtaining prediction intervals for the binomial distribution. An unpublished study by Vlieger and Samaranayake has shown that two of these methods achieve coverage probabilities close to nominal levels. The proposed method is an extension of one of these methods and is based on the maximum likelihood predictive density proposed by Lejeune and Faulkenberry. A simulation study was carried out to investigate the coverage probabilities of the proposed prediction bounds.

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