Bayesian prediction for the multiple linear regression model with first order auto-correlation
General Material Designation
[Thesis]
First Statement of Responsibility
A. A. Al-Baiyat
.PUBLICATION, DISTRIBUTION, ETC
Name of Publisher, Distributor, etc.
King Fahd University of Petroleum and Minerals (Saudi Arabia)
Date of Publication, Distribution, etc.
1998
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
74
DISSERTATION (THESIS) NOTE
Dissertation or thesis details and type of degree
M.S.
Body granting the degree
King Fahd University of Petroleum and Minerals (Saudi Arabia)
Text preceding or following the note
1998
SUMMARY OR ABSTRACT
Text of Note
In many occasions, we are interested in making inference about the yet unobserved set of responses usd{\bf Y\sb r}usd, conditional on the observed part usd{\bf Y\sb s}usd. Using the Bayesian approach, the probability density function forusd{\bf Y\sb r}usd, conditional onusd{\bf Y\sb s}usd is obtained as a general procedure to derive the prediction distributions. In this work, we find the predictive probability density function for a set of responses of the Multiple Linear Regression Model with First Order Auto-Correlation and compare our results with that available in the literature where different approaches, other than the Bayesian approach, were used.