Non-parametric predictive inference for future order statistics

Frank P. A. Coolen, Tahani Coolen-Maturi and Hana N. Alqifari

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 10, 2527-2548

Abstract: This article presents non-parametric predictive inference for future order statistics. Given the data consisting of n real-valued observations, m future observations are considered and predictive probabilities are presented for the rth-ordered future observation. In addition, joint and conditional probabilities for events involving multiple future order statistics are presented. The article 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.

Date: 2018
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DOI: 10.1080/03610926.2017.1342834

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