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Comparing two populations based on low stochastic structure assumptions

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  • Coolen, F. P. A.

Abstract

This paper presents a method to compare two populations without assuming conditional independence for the random quantities in each population. The approach is based on finite exchangeability assumptions per population and is predictive by nature. We present comparison based on imprecise previsions for future observations as well as comparison based on predictive imprecise probabilities. The method is inductive, and can be used when there is not any other relevant knowledge about the random quantities available than the information provided by the data, or if one explicitly does not want to use such knowledge.

Suggested Citation

  • Coolen, F. P. A., 1996. "Comparing two populations based on low stochastic structure assumptions," Statistics & Probability Letters, Elsevier, vol. 29(4), pages 297-305, September.
    • Handle: RePEc:eee:stapro:v:29:y:1996:i:4:p:297-305
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    Citations

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    Cited by:

    1. Coolen, F.P.A. & Coolen-Schrijner, P., 2006. "Nonparametric predictive subset selection for proportions," Statistics & Probability Letters, Elsevier, vol. 76(15), pages 1675-1684, September.
    2. Houlding, B. & Coolen, F.P.A., 2012. "Nonparametric predictive utility inference," European Journal of Operational Research, Elsevier, vol. 221(1), pages 222-230.
    3. Kong Fah Tee & Lutfor Rahman Khan & Tahani Coolen-Maturi, 2015. "Application of receiver operating characteristic curve for pipeline reliability analysis," Journal of Risk and Reliability, , vol. 229(3), pages 181-192, June.
    4. Coolen, F. P. A., 1998. "Low structure imprecise predictive inference for Bayes' problem," Statistics & Probability Letters, Elsevier, vol. 36(4), pages 349-357, January.
    5. Coolen, F. P. A. & Coolen-Schrijner, P., 2003. "A nonparametric predictive method for queues," European Journal of Operational Research, Elsevier, vol. 145(2), pages 425-442, March.

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