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Reacting against the limitation of statistics to decision procedures, R. A. Fisher proposed for inductive reasoning the use of the fiducial distribution, a parameter-space distribution of epistemological probability transferred directly…

Statistics Theory · Mathematics 2013-03-01 David R. Bickel

The original frequentist approach for computing confidence intervals involves the construction of the confidence belt which provides a mapping of the observation in data into a subset of values for the parameter. There are different…

Data Analysis, Statistics and Probability · Physics 2016-01-18 Kristian Damlund Gregersen , Jørgen Beck Hansen

Confidence sequences are anytime-valid analogues of classical confidence intervals that do not suffer from multiplicity issues under optional continuation of the data collection. As in classical statistics, asymptotic confidence sequences…

Statistics Theory · Mathematics 2025-06-17 Felix Gnettner , Claudia Kirch

Motivated by multi-center biomedical studies that cannot share individual data due to privacy and ownership concerns, we develop communication-efficient iterative distributed algorithms for estimation and inference in the high-dimensional…

Methodology · Statistics 2024-06-25 Pierre Bayle , Jianqing Fan , Zhipeng Lou

We propose modified frequentist definitions for the determination of confidence intervals for the case of Poisson statistics. We require that 1-\beta^{'} \geq \sum_{n=o}^{n_{obs}+k} P(n|\lambda) \geq \alpha^{'}. We show that this definition…

Data Analysis, Statistics and Probability · Physics 2015-06-11 S. I. Bitioukov , N. V. Krasnikov

We propose an adaptive confidence interval procedure (CIP) for the coefficients in the normal linear regression model. This procedure has a frequentist coverage rate that is constant as a function of the model parameters, yet provides…

Methodology · Statistics 2017-07-10 Peter D. Hoff , Chaoyu Yu

Based on the physical randomization of completely randomized experiments, Rigdon and Hudgens (2015) propose two approaches to obtaining exact confidence intervals for the average causal effect on a binary outcome. They construct the first…

Applications · Statistics 2015-09-25 Xinran Li , Peng Ding

Bi-factor and second-order models based on copulas are proposed for item response data, where the items can be split into non-overlapping groups such that there is a homogeneous dependence within each group. Our general models include the…

Methodology · Statistics 2021-02-23 Sayed H. Kadhem , Aristidis K. Nikoloulopoulos

In repeated measures factorial designs involving clustered units, parametric methods such as linear mixed effects models are used to handle within subject correlations. However, assumptions of these parametric models such as continuity and…

Methodology · Statistics 2021-04-13 Solomon W. Harrar , Yue Cui

We show that two popular selective inference procedures, namely data carving (Fithian et al., 2017) and selection with a randomized response (Tian et al., 2018b), when combined with the polyhedral method (Lee et al., 2016), result in…

Methodology · Statistics 2024-02-22 Danijel Kivaranovic , Hannes Leeb

We provide the asymptotic distribution of the major indexes used in the statistical literature to quantify disparate treatment in machine learning. We aim at promoting the use of confidence intervals when testing the so-called group…

Machine Learning · Statistics 2018-07-18 Philippe Besse , Eustasio del Barrio , Paula Gordaliza , Jean-Michel Loubes

Suppose that a target function is monotonic, namely, weakly increasing, and an available original estimate of this target function is not weakly increasing. Rearrangements, univariate and multivariate, transform the original estimate to a…

Statistics Theory · Mathematics 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val , Alfred Galichon

It is not unusual for a data analyst to encounter data sets distributed across several computers. This can happen for reasons such as privacy concerns, efficiency of likelihood evaluations, or just the sheer size of the whole data set. This…

Computation · Statistics 2018-05-22 Randy C. S. Lai , J. Hannig , Thomas C. M. Lee

We develop our previous works concerning the identification of the collection of significant factors determining some, in general, non-binary random response variable. Such identification is important, e.g., in biological and medical…

Statistics Theory · Mathematics 2014-06-05 Alexander V. Bulinski , Alexander S. Rakitko

Our interest is whether two binomial parameters differ, which parameter is larger, and by how much. This apparently simple problem was addressed by Fisher in the 1930's, and has been the subject of many review papers since then. Yet there…

Methodology · Statistics 2021-04-20 Michael P. Fay , Sally A. Hunsberger

Split-plot or repeated measures designs are frequently used for planning experiments in the life or social sciences. Typical examples include the comparison of different treatments over time, where both factors may possess an additional…

Statistics Theory · Mathematics 2017-10-13 Maria Umlauft , Marius Placzek , Frank Konietschke , Markus Pauly

Several scientific fields including psychology are undergoing a replication crisis. There are many reasons for this problem, one of which is a misuse of p-values. There are several alternatives to p-values, and in this paper we describe a…

Methodology · Statistics 2020-10-05 Brian D. Segal

Confidence intervals provide a way to determine plausible values for a population parameter. They are omnipresent in research articles involving statistical analyses. Appropriately, a key statistical literacy learning objective is the…

Other Statistics · Statistics 2020-07-21 Xiaofei Wang , Nicholas G. Reich , Nicholas J. Horton

The construction of the simultaneous confidence bands for the integrated hazard function is considered. The Nelson--Aalen estimator is used. The simultaneous confidence bands based on bootstrap methods are presented. Two methods of…

Statistics Theory · Mathematics 2007-06-13 Anna Dudek , Maciej Gocwin , Jacek Leskow

The purpose of this paper is to construct confidence intervals for the regression coefficients in high-dimensional Cox proportional hazards regression models where the number of covariates may be larger than the sample size. Our debiased…

Methodology · Statistics 2018-03-06 Yi Yu , Jelena Bradic , Richard J. Samworth