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Type: Journal article
Title: Bayesian predictive inference for multivariate simple regression model with matrix-T error
Author: Rahman, Azizur
Citation: Pioneer Journal of Theoretical and Applied Statistics, 2011; 1(2):99-112
Publisher: Pioneer Scientific Publisher
Issue Date: 2011
Statement of
Azizur Rahman
Abstract: The Bayesian methodology is used in this paper to derive the prediction distribution of future responses matrix for multivariate simple linear model with matrix-T error. Results reveal that the prediction distribution of future responses matrix is a matrix-T distribution with appropriate location, scale and shape parameters. The prediction distribution depends on the realized responses only through the sample regression matrix and the sample residual sum of squares and products matrix. The study model is robust and the Bayesian method is competitive with other statistical methods in the field of predictive inference. Some applications of predictive inference have also been illustrated.
Keywords: Matrix-T distribution; multivariate simple regression; Bayesian method; prediction distribution; β-expectation tolerance region
Rights: © Pioneer Scientific Publisher
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