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Master's Dissertation
DOI
https://doi.org/10.11606/D.45.2000.tde-20210729-123124
Document
Author
Full name
Airlane Pereira Alencar
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 2000
Supervisor
Title in Portuguese
Análise preqüencial
Keywords in Portuguese
Probabilidade
Abstract in Portuguese
Basicamente, a análise preqüencial consiste na produção e avaliação de previsões para quantidades observáveis. Por previsão, entende-se uma distribuição de probabilidades para a quantidade desconhecida de interesse. Assim definida cada previsão é coerente segundo a noção de coerência de De Finetti. Neste trabalho são estudados sistemas de previsão e diversas medidas de avaliação, incluindo o comportamento assintótico destas medidas para um bom sistema de avaliação. Neste contexto, são apresentados os princípios preqüenciais. Por fim, são apresentadas quatro aplicações analisadas sob a ótica preqüencial
Title in English
not available
Abstract in English
Prequential analysis consists of the production and evaluation of previsions for observables quantities. We mean by prevision a probability distribution for the quantity of interest. So defined, each prevision is coherent in de Finetti's sense. In this work we study prevision systems and several evaluation measures, including the asymptotic behavior of these measures for a good prevision system. In this context, the prequential principles are presented. Finally, four real data applications are developed under the prequential point-of view
 
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Publishing Date
2021-07-29
 
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