Related papers: On two-sided p-values for non-symmetric distributi…
The multivariate conditional probability distribution models the effects of a set of variables onto the statistical properties of another set of variables. In the study of systemic risk in a financial system, the multivariate conditional…
A common task in high-throughput biology is to screen for associations across thousands of units of interest, e.g., genes or proteins. Often, the data for each unit are modeled as Gaussian measurements with unknown mean and variance and are…
We study the question of testing structured properties (classes) of discrete distributions. Specifically, given sample access to an arbitrary distribution $D$ over $[n]$ and a property $\mathcal{P}$, the goal is to distinguish between…
The object of study is the problem of testing for uniformity of the multinomial distribution. We consider tests based on symmetric statistics, defined as the sum of some function of cell-frequencies. Mainly, attention is focused on the…
A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…
Besides the classical distinction of correlation and dependence, many dependence measures bear further pitfalls in their application and interpretation. The aim of this paper is to raise and recall awareness of some of these limitations by…
The score test statistic using the observed information is easy to compute numerically. Its large sample distribution under the null hypothesis is well known and is equivalent to that of the score test based on the expected information, the…
Conformal prediction is a powerful framework for distribution-free uncertainty quantification. The standard approach to conformal prediction relies on comparing the ranks of prediction scores: under exchangeability, the rank of a future…
The empirical probability density function for the conditional distribution of the true value of Poisson distribution parameter on one measurement is constructed by computer experiment. The analysis of the obtained distributions confirms…
Researchers faced with a sequence of candidate model specifications must often choose the best specification that does not violate a testable identification assumption. One option in this scenario is sequential specification tests:…
Graphical tests assess whether a function of interest departs from an envelope of functions generated under a simulated null distribution. This approach originated in spatial statistics, but has recently gained some popularity in functional…
A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted…
The statistical analysis of discrete data has been the subject of extensive statistical research dating back to the work of Pearson. In this survey we review some recently developed methods for testing hypotheses about high-dimensional…
Score tests have the advantage of requiring estimation alone of the model restricted by the null hypothesis, which often is much simpler than models defined under the alternative hypothesis. This is typically so when the alternative…
Tests for proportional hazards assumption concerning specified covariates or groups of covariates are proposed. The class of alternatives is wide: log-hazard rates under different values of covariates may cross, approach, go away. The data…
A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…
Symmetry properties of PDE's are considered within a systematic and unifying scheme: particular attention is devoted to the notion of conditional symmetry, leading to the distinction and a precise characterization of the notions of ``true''…
In this paper new families of test statistics are introduced and studied for the problem of comparing two treatments in terms of the likelihood ratio order. The considered families are based on phi-divergence measures and arise as natural…
Two concepts of symmetry for the distributions of positive random variables $Y$ are log-symmetry (symmetry of the distribution of $\log Y$) and R-symmetry [7]. In this paper, we characterise the distributions that have both properties,…
The one sided Z test of elementary statistics is more powerful than the two-sided test of the same size.