English
Related papers

Related papers: On two simple tests for normality with high power

200 papers

For the family of multivariate probability distributions variously denoted as unified skew-normal, closed skew-normal and other names, a number of properties are already known, but many others are not, even some basic ones. The present…

Statistics Theory · Mathematics 2020-11-13 Reinaldo B. Arellano-Valle , Adelchi Azzalini

We consider the hypothesis testing problem of deciding whether an observed high-dimensional vector has independent normal components or, alternatively, if it has a small subset of correlated components. The correlated components may have a…

Statistics Theory · Mathematics 2012-06-04 Ery Arias-Castro , Sébastien Bubeck , Gábor Lugosi

We present a robust test for change-points in time series which is based on the two-sample Hodges-Lehmann estimator. We develop new limit theory for a class of statistics based on the two-sample U-quantile processes, in the case of short…

Statistics Theory · Mathematics 2019-05-17 Herold Dehling , Roland Fried , Martin Wendler

An important aspect of the shape of a distribution is the level of asymmetry. Strong asymmetries play a role in many ecosystems and are found in the size and reproductive success of individuals. But the standard third moment coefficient of…

Methodology · Statistics 2022-09-23 Mario Schlemmer

This note points out how confidence interval estimates for standard deviation transform into confidence interval estimates for the power of F-tests at fixed alternative means. An application is shown for the test of a two-sided hypothesis…

Statistics Theory · Mathematics 2014-05-13 Ali Akbar Jafari , Abdollreza Bazargan-Lari , Mingfei

Not all experiments publish their results with a description of the correlations between the data points. This makes it difficult to do hypothesis tests or model fits with that data, since just assuming no correlation can lead to an over-…

Data Analysis, Statistics and Probability · Physics 2021-06-30 Lukas Koch

Measurements of the peculiar velocities of large samples of galaxies enable new tests of the standard cosmological model, including determination of the growth rate of cosmic structure that encodes gravitational physics. With the size of…

Cosmology and Nongalactic Astrophysics · Physics 2023-10-19 Chris Blake , Ryan J. Turner

We present the results of a large number of simulation studies regarding the power of various non-parametric two-sample tests for multivariate data. This includes both continuous and discrete data. In general no single method can be relied…

Methodology · Statistics 2025-07-23 Wolfgang Rolke

Meta-analyses are commonly performed based on random-effects models, while in certain cases one might also argue in favour of a common-effect model. One such case may be given by the example of two "study twins" that are performed according…

Methodology · Statistics 2024-09-04 Christian Röver , Tim Friede

This paper considers the problem of testing the equality of two unspecified distributions. The classical omnibus tests such as the Kolmogorov-Smirnov and Cram\`er-von Mises are known to suffer from low power against essentially all but…

Statistics Theory · Mathematics 2015-09-15 Wen-Xin Zhou , Chao Zheng , Zhen Zhang

Multiple hypothesis testing is widely used to evaluate scientific studies involving statistical tests. However, for many of these tests, p-values are not available and are thus often approximated using Monte Carlo tests such as permutation…

Applications · Statistics 2018-10-17 Axel Gandy , Georg Hahn

First and second kind modifications of usual confidence intervals for estimating the expectation and of usual local alternative parameter choices are introduced in a way such that the asymptotic behavior of the true non-covering…

Statistics Theory · Mathematics 2015-04-13 Wolf-Dieter Richter

In this work we investigate the origin of the parabolic relation between skewness and kurtosis often encountered in the analysis of experimental time-series. We argue that the numerical values of the coefficients of the curve may provide…

Data Analysis, Statistics and Probability · Physics 2010-07-30 F. Sattin , M. Agostini , R. Cavazzana , G. Serianni , P. Scarin , N. Vianello

Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…

Methodology · Statistics 2024-08-12 Hao Chen , Jerome H. Friedman

Robust classification algorithms have been developed in recent years with great success. We take advantage of this development and recast the classical two-sample test problem in the framework of classification. Based on the estimates of…

Statistics Theory · Mathematics 2019-09-18 Haiyan Cai , Bryan Goggin , Qingtang Jiang

This paper considers the problem of testing many moment inequalities, where the number of moment inequalities ($p$) is possibly larger than the sample size ($n$). Chernozhukov et al. (2019) proposed asymptotic tests for this problem using…

Statistics Theory · Mathematics 2020-06-09 Nick Koning , Paul Bekker

Intraclass correlation in bilateral data has been investigated in recent decades with various statistical methods. In practice, stratifying bilateral data by some control variables will provide more sophisticated statistical results to…

Methodology · Statistics 2023-03-24 Wanqing Tian , Chang-Xing Ma

A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…

Machine Learning · Computer Science 2024-07-01 Weizhi Li , Prad Kadambi , Pouria Saidi , Karthikeyan Natesan Ramamurthy , Gautam Dasarathy , Visar Berisha

Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the…

Machine Learning · Statistics 2016-10-31 Wittawat Jitkrittum , Zoltan Szabo , Kacper Chwialkowski , Arthur Gretton

Despite its importance to experimental design, statistical power (the probability that, given a real effect, an experiment will reject the null hypothesis) has largely been ignored by the NLP community. Underpowered experiments make it more…

Computation and Language · Computer Science 2020-10-15 Dallas Card , Peter Henderson , Urvashi Khandelwal , Robin Jia , Kyle Mahowald , Dan Jurafsky