Statistics Seminars: Nonparametric predictive inference for future order statistics.
13 March 2017 14:00 in CM221
In this talk I will present nonparametric predictive inference (NPI) for future order statistics, including joint probabilities for multiple future order statistics. We develop and illustrate several statistical inference methods in terms of future order statistics, including pairwise and multiple comparisons and reproducibility of statistical tests based on order statistics. Reproducibility of statistical hypothesis tests is an issue of major importance in applied statistics: if the test were repeated, would the same conclusion be reached about rejectance of the null hypothesis? NPI provides a natural framework for such inferences, as its explicitly predictive nature fits well with the core problem formulation of a repeat of the test in the future. For inference on reproducibility of statistical tests, NPI provides lower and upper reproducibility probabilities (RP) of some tests based on order statistics, namely a population quantile test and a basic precedence test.
Contact firstname.lastname@example.org for more information