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  1. Nonparametric Bayesian predictive distributions for future order statistics

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    Author(s): Richard A. Johnson; James W. Evans; David W. Green
    Date: 1999
    Source: Statistics & probability letters. Vol. 41, no. 3 (Feb. 1999). :p. 247-254.
    Publication Series: Miscellaneous Publication
    PDF: Download Publication  (105 KB)

    Description

    We derive the predictive distribution for a specified order statistic, determined from a future random sample, under a Dirichlet process prior. Two variants of the approach are treated and some limiting cases studied. A practical application to monitoring the strength of lumber is discussed including choices of prior expectation and comparisons made to a Bayesian parametric approach.

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    • This article was written and prepared by U.S. Government employees on official time, and is therefore in the public domain.

    Citation

    Johnson, Richard A.; Evans, James W.; Green, David W. 1999. Nonparametric Bayesian predictive distributions for future order statistics. Statistics & probability letters. Vol. 41, no. 3 (Feb. 1999). :p. 247-254.

    Keywords

    Wood strength, Statistics, Distribution, Prediction, Bayesian theory, Monitoring

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