Related papers: Likelihood ratio type two-sample tests for current…
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.…
We describe a statistical hypothesis test for the presence of a signal based on the likelihood ratio statistic. We derive the test for a case of interest and also show that for that case the test works very well, even far out in the tails…
Particle physics experiments use likelihood ratio tests extensively to compare hypotheses and to construct confidence intervals. Often, the null distribution of the likelihood ratio test statistic is approximated by a $\chi^2$ distribution,…
We consider the problem of testing whether two finite-dimensional random dot product graphs have generating latent positions that are independently drawn from the same distribution, or distributions that are related via scaling or…
Most existing methods for testing equality of means of functional data from multiple populations rely on assumptions of equal covariance and/or Gaussianity. In this work we provide a new testing method based on a statistic that is…
We propose a new algorithmic framework for sequential hypothesis testing with i.i.d. data, which includes A/B testing, nonparametric two-sample testing, and independence testing as special cases. It is novel in several ways: (a) it takes…
Practical problems with missing data are common, and statistical methods have been developed concerning the validity and/or efficiency of statistical procedures. On a central focus, there have been longstanding interests on the mechanism…
This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…
So-called linear rank statistics provide a means for distribution-free (even in finite samples), yet highly flexible, two-sample testing in the setting of univariate random variables. Their flexibility derives from a choice of weights that…
This paper proposes a new class of nonparametric tests for the correct specification of models based on conditional moment restrictions, paying particular attention to generalized propensity score models. The test procedure is based on two…
In this paper, we propose considering an exact likelihood score (ELS) test for non-inferiority comparison and we derive its test-based confidence interval for the difference between two independent binomial proportions. The p-value for this…
Over the past decades, various methods for comparing the means of two log-normal have been proposed. Some of them are differing in terms of how the statistic test adjust to accept or to reject the null hypothesis. In this study, a new…
The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…
This short note considers the problem of testing the null hypothesis that the mean values of two multivariate normal variables are proportional. We show that the usual likelihood ratio $\chi^2$-test is valid non-asymptotically. Our proof…
Repeated observations have become increasingly common in biomedical research and longitudinal studies. For instance, wearable sensor devices are deployed to continuously track physiological and biological signals from each individual over…
Network (graph) data analysis is a popular research topic in statistics and machine learning. In application, one is frequently confronted with graph two-sample hypothesis testing where the goal is to test the difference between two graph…
The complexity underlying real-world systems implies that standard statistical hypothesis testing methods may not be adequate for these peculiar applications. Specifically, we show that the likelihood-ratio test's null-distribution needs to…
In this paper, we investigate the testing problem that the spectral density matrices of several, not necessarily independent, stationary processes are equal. Based on an $L_2$-type test statistic, we propose a new nonparametric approach,…
A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…
The paper discusses a statistical problem related to testing for differences between two sparse networks with community structures. The community-wise edge probability matrices have entries of order $O(n^{-1}/\log n)$, where $n$ represents…