Statistical Science

Predictive Likelihood: A Review

Jan F. Bjornstad

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The concept of predictive likelihood is reviewed and studied. The emphasis is on comparing and clarifying some of the more important predictive likelihoods suggested in the literature. A unified modification and simplification of the sufficiency-based predictive likelihoods is suggested. Other predictive likelihoods discussed include the profile predictive likelihood and various modifications of it.

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Statist. Sci. Volume 5, Number 2 (1990), 242-254.

First available in Project Euclid: 19 April 2007

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Prediction likelihood approximations consistency invariance predictive intervals


Bjornstad, Jan F. Predictive Likelihood: A Review. Statist. Sci. 5 (1990), no. 2, 242--254. doi:10.1214/ss/1177012175.

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See also

  • See Comment: Ronald W. Butler. [Predictive Likelihood: A Review]: Comment. Statist. Sci., Volume 5, Number 2 (1990), 255--259.
  • See Comment: Tom Leonard, Kam-Wah Tsui, John S. J. Hsu. [Predictive Likelihood: A Review]: Comment. Statist. Sci., Volume 5, Number 2 (1990), 259--262.
  • See Comment: Jan F. Bjornstad. [Predictive Likelihood: A Review]: Rejoinder. Statist. Sci., Volume 5, Number 2 (1990), 262--265.