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Nonparametric predictive inference for future order statistics

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

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Authors

H.N. Alqifari



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

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