Nonparametric Predictive Inference for Multiple Comparisons

This thesis presents Nonparametric Predictive Inference (NPI) for several multiple comparisons problems. We introduce NPI for comparison of multiple groups of data including right-censored observations. Different right-censoring schemes discussed are early termination of an experiment, progressive censoring and competing risks. Several selection events of interest are considered including selecting the best group, the subset of best groups, and the subset including the best group. The proposed methods use lower and upper probabilities for some events of interest formulated in terms of the next future observation per group. For each of these problems the required assumptions are Hill’s assumption A(n) and the generalized assumption rc-A(n) for right-censored data. Attention is also given to the situation where only a part of the data range is considered relevant for the inference, where in addition the numbers of observations to the left and to the right of this range are known. Throughout this thesis, our methods are illustrated and discussed via examples with data from the literature.