(DIS)UTILITY FUNCTION AND VARIABILITY EFFECT OF PARAMETER ON PREDICTION INTERVAL

Determining the value of future observation is related with prediction interval. The focus of this thesis is determining the accuracy of prediction interval. The ac- curacy of prediction interval maybe assessed by calculating its coverage probability and expected length. Besides the accuracy can...

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Bibliographic Details
Main Author: Rizky Windrawan Farhan S, Raden
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/34230
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Institution: Institut Teknologi Bandung
Language: Indonesia

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