Timeline for What's the probability that the next test will exceed the previous maximum?
Current License: CC BY-SA 3.0
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| Apr 9, 2016 at 18:42 | history | edited | kjetil b halvorsen♦ | CC BY-SA 3.0 |
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| Feb 22, 2016 at 15:40 | history | edited | kjetil b halvorsen♦ | CC BY-SA 3.0 |
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| Feb 22, 2016 at 15:10 | comment | added | kjetil b halvorsen♦ | If then, you must tell us what is your probability model as the answer will depend (maybe even strongly) on it. Do you have a fixed, known model, in which case the answer might depend strongly on the conditioning variables, or do you estimate parameters simultaneously, in which case I guess the dependence on the conditioning variables will be weaker. | |
| Feb 22, 2016 at 14:59 | comment | added | Juho Kokkala | Note that (as clarified in the latest edit) the question is asking about the conditional probability$P(X_{n+1} > \max_{i=1,\ldots,n}X_i \mid X_1,\ldots,X_n)$ rather than the prior $P(X_{n+1} > \max_{i=1,\ldots,n X_i})$, so the symmetry argument does not directly apply | |
| Feb 22, 2016 at 14:50 | history | edited | kjetil b halvorsen♦ | CC BY-SA 3.0 |
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| Feb 22, 2016 at 14:39 | history | answered | kjetil b halvorsen♦ | CC BY-SA 3.0 |