@article{oai:barrel.repo.nii.ac.jp:00005417,
 author = {Koizumi, Daiki},
 issue = {2/3},
 journal = {商学討究},
 month = {Dec},
 note = {This article supplements the author’s recent result [Koizumi, 2020] of numerical examples. In terms of Bayes decision theory [Berger, 1985], the Bayes optimal credible interval prediction is the minimizer of the Bayes risk function under the predefined loss function. Therefore, the predictive error should be measured based on not the mean squared error (MSE) but the mean of the above mentioned loss function. Furthermore, the effect of the prior distribution of the parameter (of the Poisson distribution) for the credible interval prediction is considered. Additionally, the errata of the original paper [Koizumi, 2020] are also presented.},
 pages = {117--124},
 title = {Supplement to the paper "Credible Interval Prediction of a Nonstationary Poisson Distribution based on Bayes Decision Theory"},
 volume = {71},
 year = {2020}
}