Nonparametric Predictive Inference for Reproducibility of Two Basic 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 overall conclusion be reached, that is rejection or non-rejection of the null hypothesis? Nonparametric predictive inference (NPI) provides a natural fram...

Full description

Bibliographic Details
Main Authors: Frank P.A. Coolen, Hana N. Alqifari
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2018-04-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/237
_version_ 1817998395782987776
author Frank P.A. Coolen
Hana N. Alqifari
author_facet Frank P.A. Coolen
Hana N. Alqifari
author_sort Frank P.A. Coolen
collection DOAJ
description Reproducibility of statistical hypothesis tests is an issue of major importance in applied statistics: if the test were repeated, would the same overall conclusion be reached, that is rejection or non-rejection of the null hypothesis? Nonparametric predictive inference (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. NPI is a frequentist statistics method using relatively few assumptions, made possible by the use of lower and upper probabilities. For inference on reproducibility of statistical tests, NPI provides lower and upper reproducibility probabilities (RP). In this paper, the NPI-RP method is presented for two basic tests using order statistics, namely a test for a specific value for a population quantile and a precedence test for comparison of data from two populations, as typically used for experiments involving lifetime data if one wishes to conclude before all observations are available.
first_indexed 2024-04-14T02:52:51Z
format Article
id doaj.art-c7dd1cee89904241a3efae9b8cdd06ca
institution Directory Open Access Journal
issn 1645-6726
2183-0371
language English
last_indexed 2024-04-14T02:52:51Z
publishDate 2018-04-01
publisher Instituto Nacional de Estatística | Statistics Portugal
record_format Article
series Revstat Statistical Journal
spelling doaj.art-c7dd1cee89904241a3efae9b8cdd06ca2022-12-22T02:16:14ZengInstituto Nacional de Estatística | Statistics PortugalRevstat Statistical Journal1645-67262183-03712018-04-0116210.57805/revstat.v16i2.237Nonparametric Predictive Inference for Reproducibility of Two Basic Tests Based on Order StatisticsFrank P.A. Coolen 0Hana N. Alqifari 1Durham UniversityQassim University Reproducibility of statistical hypothesis tests is an issue of major importance in applied statistics: if the test were repeated, would the same overall conclusion be reached, that is rejection or non-rejection of the null hypothesis? Nonparametric predictive inference (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. NPI is a frequentist statistics method using relatively few assumptions, made possible by the use of lower and upper probabilities. For inference on reproducibility of statistical tests, NPI provides lower and upper reproducibility probabilities (RP). In this paper, the NPI-RP method is presented for two basic tests using order statistics, namely a test for a specific value for a population quantile and a precedence test for comparison of data from two populations, as typically used for experiments involving lifetime data if one wishes to conclude before all observations are available. https://revstat.ine.pt/index.php/REVSTAT/article/view/237lower and upper probabilitiesnonparametric predictive inferenceprecedence test; quantile testreproducibility
spellingShingle Frank P.A. Coolen
Hana N. Alqifari
Nonparametric Predictive Inference for Reproducibility of Two Basic Tests Based on Order Statistics
Revstat Statistical Journal
lower and upper probabilities
nonparametric predictive inference
precedence test; quantile test
reproducibility
title Nonparametric Predictive Inference for Reproducibility of Two Basic Tests Based on Order Statistics
title_full Nonparametric Predictive Inference for Reproducibility of Two Basic Tests Based on Order Statistics
title_fullStr Nonparametric Predictive Inference for Reproducibility of Two Basic Tests Based on Order Statistics
title_full_unstemmed Nonparametric Predictive Inference for Reproducibility of Two Basic Tests Based on Order Statistics
title_short Nonparametric Predictive Inference for Reproducibility of Two Basic Tests Based on Order Statistics
title_sort nonparametric predictive inference for reproducibility of two basic tests based on order statistics
topic lower and upper probabilities
nonparametric predictive inference
precedence test; quantile test
reproducibility
url https://revstat.ine.pt/index.php/REVSTAT/article/view/237
work_keys_str_mv AT frankpacoolen nonparametricpredictiveinferenceforreproducibilityoftwobasictestsbasedonorderstatistics
AT hananalqifari nonparametricpredictiveinferenceforreproducibilityoftwobasictestsbasedonorderstatistics