Nonparametric Bayesian predictive distributions for future order statistics

Richard A. Johnson, James W. Evans and David W. Green

Statistics & Probability Letters, 1999, vol. 41, issue 3, 247-254

Abstract: We derive the predictive distribution for a specified order statistic, determined from a future random sample, under a Dirichlet process prior. Two variants of the approach are treated and some limiting cases studied. A practical application to monitoring the strength of lumber is discussed, including choices of prior expectation, and comparisons made to a Bayesian parametric approach.

Keywords: Dirichlet; process; Predictive; distributions; Monitoring; quality (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (1)

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