Nonparametric predictive inference (NPI) is a powerful frequentist statistical framework which uses only few assumptions. Based on a post-data exchangeability assumption, precise probabilities for some events involving one or more future observations are defined, based on which lower and upper probabilities can be derived for all other events of interest. We present NPI for the r-th order statistic of m future real-valued observations and its use for comparison of two groups of data.
Financed by the National Centre for Research and Development under grant No. SP/I/1/77065/10 by the strategic scientific research and experimental development program:
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