Nonparametric predictive inference for future order statistics

Coolen, F.P.A.; Coolen-Maturi, T.; Alqifari, H.N.

Abstract

This paper presents nonparametric predictive inference for future order statistics. Given data consisting of n real-valued observations, m future observations are considered and predictive probabilities are presented for the r-th ordered future observation. In addition, joint and conditional probabilities for events involving multiple future order statistics are presented. The paper further presents the use of such predictive probabilities for order statistics in statistical inference, in particular considering pairwise and multiple comparisons based on two or more independent groups of data.

Citation

Coolen, F., Coolen-Maturi, T., & Alqifari, H. (2018). Nonparametric predictive inference for future order statistics. Communications in Statistics - Theory and Methods, 47(10), 2527-2548. https://doi.org/10.1080/03610926.2017.1342834

• Journal Article Type: Article
• Acceptance Date: Jun 5, 2017
• Online Publication Date: Oct 23, 2017
• Publication Date: May 19, 2018
• Deposit Date: May 29, 2017
• Publicly Available Date: Oct 23, 2018
• Journal: Communications in Statistics - Theory and Methods
• Print ISSN: 0361-0926
• Electronic ISSN: 1532-415X
• Publisher: Taylor and Francis Group
• Peer Reviewed: Peer Reviewed
• Volume: 47
• Issue: 10
• Pages: 2527-2548
• DOI: https://doi.org/10.1080/03610926.2017.1342834
• Public URL: https://durham-repository.worktribe.com/output/1358216