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Empirical bayes prediction for a compound poisson-multinomial process

Author

Listed:
  • Dalal, Siddhartha R.
  • Lee, Jack C.
  • Sabavala, Darius J.

Abstract

An empirical Bayes approach is used to predict future values of n and x generated by a two-stage Poisson([lambda])-multinomial(p) process with an arbitrary compounding distribution on ([lambda], p). Asymptotic variances of the predictors are obtained. The approach is also useful in examining the dependence structure between outcomes.

Suggested Citation

  • Dalal, Siddhartha R. & Lee, Jack C. & Sabavala, Darius J., 1990. "Empirical bayes prediction for a compound poisson-multinomial process," Statistics & Probability Letters, Elsevier, vol. 9(5), pages 385-389, May.
    • Handle: RePEc:eee:stapro:v:9:y:1990:i:5:p:385-389
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