Nonparametric Predictive Multiple Comparisons of Lifetime Data

We consider lifetime experiments to compare units from different groups, where the units’ lifetimes may be right-censored. Nonparametric predictive inference for comparison of multiple groups is presented, in particular lower and upper probabilities for the event that a specific group will provide the largest next lifetime. We include the practically relevant consideration that the overall lifetime experiment may be terminated at an early stage, leading to simultaneous right-censoring of all units still in the experiment.