Non-parametric predictive inference for future order statistics |
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| Authors: | Frank P. A. Coolen Tahani Coolen-Maturi Hana N. Alqifari |
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| Affiliation: | 1. Department of Mathematical Sciences, Durham University, Durham, UK;2. Durham University Business School, Durham, UK;3. Department of Mathematics, Qassim University, Buraidah, Saudi Arabia |
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| 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. |
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| Keywords: | Future order statistics Lower and upper probabilities Multiple comparisons Non-parametric predictive inference Pairwise comparisons. |
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