Nonparametric predictive selection with early experiment termination

作者：Coolen Maturi Tahani; Coolen Schrijner Pauline; Coolen Frank P A^*

来源：Journal of Statistical Planning and Inference, 2011, 141(4): 1403-1421.

DOI：10.1016/j.jspi.2010.10.018

• Early experiment termination
• Precedence tests
• Lower and upper probabilities
• Nonparametric predictive inference
• Selection methods

Nonparametric predictive inference (NPI) is a statistical approach based on few assumptions about probability distributions, with inferences based on data. Nil assumes exchangeability of random quantities, both related to observed data and future observations, and uncertainty is quantified using lower and upper probabilities. In this paper, units from several groups are placed simultaneously on a lifetime experiment and times-to-failure are observed. The experiment may be ended before all units have failed. Depending on the available data and few assumptions, we present lower and upper probabilities for selecting the best group, the subset of best groups and the subset including the best group. We also compare our approach of selecting the best group with some classical precedence selection methods. Throughout, examples are provided to demonstrate our method.

• 出版日期2011-4