Miscellanea. A note on modified estimative prediction limits and distributions
本文推导了修正的估计预测限，使覆盖概率在普通重复抽样下达到三阶精度，并给出了显式近似解和相应的预测密度。
In this paper a modification of the estimative prediction limit is derived, for which the coverage probability equals the target value to third-order accuracy, under ordinary repeated sampling. It provides an explicit approximate solution to the equation given by Barndorff-Nielsen & Cox (1996), which determines an upper α-prediction limit for an unobserved random variable. The corresponding predictive density is specified in a simple closed form and its main properties are emphasised.