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July, 1979 Predictive Likelihood
David Hinkley
Ann. Statist. 7(4): 718-728 (July, 1979). DOI: 10.1214/aos/1176344723

Abstract

The likelihood function is the common basis of all parametric inference. However, with the exception of an ad hoc definition by Fisher, there has been no such unifying basis for prediction of future events, given past observations. This article proposes a definition of predictive likelihood which can help to remove some nonuniqueness problems in sampling-theory predictive inference, and which can produce a simple prediction analog of the Bayesian parametric result, posterior $\propto$ prior $\times$ likelihood, in many situations.

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David Hinkley. "Predictive Likelihood." Ann. Statist. 7 (4) 718 - 728, July, 1979. https://doi.org/10.1214/aos/1176344723

Information

Published: July, 1979
First available in Project Euclid: 12 April 2007

zbMATH: 0422.62003
MathSciNet: MR532237
Digital Object Identifier: 10.1214/aos/1176344723

Subjects:
Primary: 62A10
Secondary: 60G25, 62A15, 62F25

Rights: Copyright © 1979 Institute of Mathematical Statistics

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Vol.7 • No. 4 • July, 1979
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