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...
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Format: | Article |
Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2018-04-01
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Series: | Revstat Statistical Journal |
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Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/237 |
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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.
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first_indexed | 2024-04-14T02:52:51Z |
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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 |