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Consider a pair of cumulative distribution functions $F$ and $G$, where $F$ is unknown and $G$ is a known reference distribution. Given a sample from $F$, we propose tests to detect the convexity or the concavity of $G^{-1}\circ F$ versus…

Statistics Theory · Mathematics 2025-06-25 Tommaso Lando , Mohammed Es-Salih Benjrada

A random variable $Y_1$ is said to be smaller than $Y_2$ in the increasing concave stochastic order if $\mathbb{E}[\phi(Y_1)] \leq \mathbb{E}[\phi(Y_2)]$ for all increasing concave functions $\phi$ for which the expected values exist, and…

Statistics Theory · Mathematics 2022-08-04 Alexander Henzi

Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…

Methodology · Statistics 2026-03-10 Tommaso Lando , Paulo Eduardo Oliveira

The two-sample problem for Cronbach's coefficient $\alpha_C$, as an estimate of test or composite score reliability, has attracted little attention, compared to the extensive treatment of the one-sample case. It is necessary to compare the…

Statistics Theory · Mathematics 2017-06-20 Markus Pauly , Maria Umlauft , Ali Ünlü

Given two networks of differing sizes, it is of interest to test whether the two networks belong to the same distribution. We formalize the notion of "equality of distribution" under the framework of the generalized random dot product…

Statistics Theory · Mathematics 2026-03-10 Joshua Agterberg , Minh Tang , Carey Priebe

This work is motivated by a biological experiment with a split-plot design, for the purpose of comparison of the changing patterns in seed weight from two treatment groups as subgroups in each of the two groups subject to increasing levels…

Methodology · Statistics 2016-11-16 Yishi Wang , Ann E. Stapleton , Cuixian Chen

Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…

Methodology · Statistics 2011-11-01 Mohamed Boutahar , Denys Pommeret

We study two nonparametric tests of the hypothesis that a sequence of independent observations is identically distributed against the alternative that at a single change point the distribution changes. The tests are based on the Cramer-von…

Statistics Theory · Mathematics 2020-10-15 Rasmus Erlemann , Richard Lockhart , Rihan Yao

We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence…

Methodology · Statistics 2015-03-13 Jesus E. Garcia , Veronica A. Gonzalez-Lopez

In this paper we develop a novel nonparametric framework to test the independence of two random variables $\mathbf{X}$ and $\mathbf{Y}$ with unknown respective marginals $H(dx)$ and $G(dy)$ and joint distribution $F(dx dy)$, based on {\it…

Statistics Theory · Mathematics 2024-03-20 Myrto Limnios , Stéphan Clémençon

The two-sample problem, which consists in testing whether independent samples on $\mathbb{R}^d$ are drawn from the same (unknown) distribution, finds applications in many areas. Its study in high-dimension is the subject of much attention,…

Statistics Theory · Mathematics 2023-02-09 Stephan Clémençon , Myrto Limnios , Nicolas Vayatis

In two-sampling testing, one observes two independent sequences of independent and identically distributed random variables distributed according to the distributions $P_1$ and $P_2$ and wishes to decide whether $P_1=P_2$ (null hypothesis)…

Information Theory · Computer Science 2026-01-15 K V Harsha , Jithin Ravi , Tobias Koch

In recent years, Bayesian nonparametric statistics has gathered extraordinary attention. Nonetheless, a relatively little amount of work has been expended on Bayesian nonparametric hypothesis testing. In this paper, a novel Bayesian…

Statistics Theory · Mathematics 2015-05-08 Luai Al Labadi , Emad Masuadi , Mahmoud Zarepour

A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…

Methodology · Statistics 2025-10-10 Gitte Kremling , Gerhard Dikta

We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…

Methodology · Statistics 2021-04-28 Sean van der Merwe

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

Econometrics · Economics 2022-04-22 Marinho Bertanha , EunYi Chung

Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…

Statistics Theory · Mathematics 2021-02-19 Subhash C. Kochar , Nuria Torrado

This article studies the problem whether two convex (concave) regression functions modelling the relation between a response and covariate in two samples differ by a shift in the horizontal and/or vertical axis. We consider a nonparametric…

Statistics Theory · Mathematics 2019-08-14 Holger Dette , Subhra Sankar Dhar , Weichi Wu

This paper studies estimation of and inference on a distribution function $F$ that is concave on the nonnegative half line and admits a density function $f$ with potentially unbounded support. When $F$ is strictly concave, we show that the…

Statistics Theory · Mathematics 2019-11-12 Zheng Fang

Given samples from two non-negative random variables, we propose a family of tests for the null hypothesis that one random variable stochastically dominates the other at the second order. Test statistics are obtained as functionals of the…

Statistics Theory · Mathematics 2023-10-16 Tommaso Lando , Sirio Legramanti
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