Related papers: Combining individually valid and conditionally i.i…

We study how to combine p-values and e-values, and design multiple testing procedures where both p-values and e-values are available for every hypothesis. Our results provide a new perspective on multiple testing with data-driven weights:…

P-values are a mainstay in statistics but are often misinterpreted. We propose a new interpretation of p-value as a meaningful plausibility, where this is to be interpreted formally within the inferential model framework. We show that, for…

Combining dependent p-values poses a long-standing challenge in statistical inference, particularly when aggregating findings from multiple methods to enhance signal detection. Recently, p-value combination tests based on regularly…

We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that…

The evaluation of the probability of union of a large number of independent events requires several combinations involving the factorial and the use of high performance computers with several hours of processing. Bounds and simplifications…

In meta analysis, multiple hypothesis testing and many other methods, p-values are utilized as inputs and assumed to be uniformly distributed over the unit interval under the null hypotheses. If data used to generate p-values have discrete…

Let $(X,Y)$ be a random variable consisting of an observed feature vector $X\in \mathcal{X}$ and an unobserved class label $Y\in \{1,2,...,L\}$ with unknown joint distribution. In addition, let $\mathcal{D}$ be a training data set…

We use p-values as a discrepancy criterion for identifying the threshold value at which a regression function takes off from its baseline value -- a problem that is motivated by applications in omics experiments, systems engineering,…

Uncertainty in the estimation of the causal effect in observational studies is often due to unmeasured confounding, i.e., the presence of unobserved covariates linking treatments and outcomes. Instrumental Variables (IV) are commonly used…

The classical theory for the meta-analysis of $p$-values is based on the assumption that if the overall null hypothesis is true, then all $p$-values used in a chosen combined test statistic are genuine, i.e., are observations from…

Conditional independence (CI) testing arises naturally in many scientific problems and applications domains. The goal of this problem is to investigate the conditional independence between a response variable $Y$ and another variable $X$,…

We develop anytime-valid tests of invariance under the action of compact groups. The resulting test statistics are optimal in a logarithmic-growth sense. We apply our method to extend recent anytime-valid tests of independence and to…

The customary use of P-values in scientific research has been attacked as being ill-conceived, and the utility of P-values has been derided. This paper reviews common misconceptions about P-values and their alleged deficits as indices of…

In genetic association studies, detecting disease-genotype associations is a primary goal. For most diseases, the underlying genetic model is unknown, and we study seven robust test statistics for monotone association. For a given test…

Sums of of 1-dependent integer-valued random variables are approximated by compound Poisson, negative binomial and Binomial distributions and signed compound Poisson measures. Estimates are obtained for total variation and local metrics.…

There are $n$ independent Bernoulli random variables $I_{k}$ with parameters $p_{k}$ that are observed sequentially. We consider a generalization of the Last-Success-Problem considering $w_{k}$ positive payments if the player successfully…

In this paper, we study the problem of determining $k$ anomalous random variables that have different probability distributions from the rest $(n-k)$ random variables. Instead of sampling each individual random variable separately as in the…

Let ($X,Y)$ be a random vector with distribution function $F(x,y),$ and $(X_{1},Y_{1}),(X_{2},Y_{2}),...,(X_{n},Y_{n})$ are independent copies of ($X,Y).$ Let $X_{i:n}$ be the $i$th order statistics constructed from the sample…

We consider the distribution of the sum and the maximum of a collection of independent exponentially distributed random variables. The focus is laid on the explicit form of the density functions (pdf) of non-i.i.d. sequences. Those are…

We propose a general new method, the conditional permutation test, for testing the conditional independence of variables $X$ and $Y$ given a potentially high-dimensional random vector $Z$ that may contain confounding factors. The proposed…