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Durham University

Department of Mathematical Sciences

Academic Staff

Publication details for Tahani Coolen-Maturi

Coolen, F.P.A., Coolen-Maturi, T. & Alqifari, H.N. (2018). Nonparametric predictive inference for future order statistics. Communications in Statistics - Theory and Methods 47(10): 2527-2548.

Author(s) from Durham

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.