Nonparametric predictive inference in reliability and risk: recent developments

During the last two decades, statistical methods using lower and upper probabilities have become increasingly popular. One such method is Nonparametric Predictive Inference (NPI), which makes relatively few modelling assumptions. Due to the specic nature of many reliability and risk scenarios, NPI provides attractive new solutions to many problems in these elds. This paper provides an introductory overview to this area, including examples on competing risks, system reliability and prediction of unobserved or even unknown failure modes.