Precedence probabilities are important tools in a statistician's toolkit. Precedence probabilities can be defined as the probability of observing single samples from K populations in a particular order. Noting that… Click to show full abstract
Precedence probabilities are important tools in a statistician's toolkit. Precedence probabilities can be defined as the probability of observing single samples from K populations in a particular order. Noting that there are Kâ! possible orders of K populations; these Kâ! parameters are a useful way to measure the effectiveness of a classifier (AUC/VUS/HUM). Receiver operating characteristic (ROC) curve/surface/manifold, which can be generated by any classifier leads to calculation of the area under curve (AUC)/volume under surface (VUS)/hyper-volume under manifold (HUM) can be approximated by a single precedence probability and can be nonparametrically estimated via rank-based U-statistic. Precedence probabilities can also be used to test equality of Kâ>â2 distribution functions. Hypothesis tests related to both these problems mentioned above are discussed. On the other hand, when we are interested in testing if the K distributions are stochastically ordered, we perform a precedence-type test. Different nonparametric tests are also discussed in relation to precedence-type tests. For further resources related to this article, please visit the WIREs website.
               
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