Standard nonparametric prediction intervals for a future order statistic are obtained by taking the interval between two order statistics of the initial sample. We obtain improved prediction intervals by taking the shortest of two or more standard intervals.

We develop two methods for obtaining a confidence band for the cumulative distribution function (CDF) based on a simple random sample from a finite population of known size. The methods are exact when the population contains no repeated values, and conservative otherwise. The first method...

If posterior means are used to estimate nonlinear functionals of an ensemble of parameters, biased estimates of those functionals typically result. Posterior means are optimal under sum-of-squared-error loss (SSEL); introducing weighting and at the same time discarding SSEL optimality may lead...