Skip Navigation

Biometrika 1975 62(3):547-554; doi:10.1093/biomet/62.3.547
© 1975 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by AITCHISON, J.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Goodness of prediction fit

J. AITCHISON

Department of Statistics, University of Glasgow

Fitting a parametric model or estimating a parametric density function plays an important role in a number of statistical applications. Two widely-used methods, one replacing the unknown parameter by an efficient estimate and so termed estimative and the other using a mixture of the possible density functions and commonly termed predictive, are compared. On a general criterion of closeness of fit based on a discriminating information measure the predictive method is shown to be preferable. Explicit measures of the relative closeness of predictive and estimative fits are obtained for gamma and multinomial models.

Key Words: Estimation of density functions • Goodness of fit • Predictive distributions


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?


This article has been cited by other articles:


Home page
 Educational and Psychological MeasurementHome page
R. R. Wilcox
Prediction Analysis and the Reliability of a Mastery Test
Educational and Psychological Measurement, December 1, 1979; 39(4): 825 - 839.
[Abstract]


Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.