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We consider an approach for testing the hypothesis that two realizations of the random variables in the form of histograms are taken from the same statistical population (i.e. two histograms are drawn from the same distribution). The…

Data Analysis, Statistics and Probability · Physics 2013-11-26 S. Bityukov , N. Krasnikov , A. Nikitenko , V. Smirnova

We present a novel method for testing the hypothesis of equality of two correlation matrices using paired high-dimensional datasets. We consider test statistics based on the average of squares, maximum and sum of exceedances of Fisher…

Methodology · Statistics 2018-04-10 Adria Caballe , Natalia Bochkina , Claus Mayer , Ioannis Papastathopoulos

Tests of equality of copulas between two samples are introduced and studied using the empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a subsampling Bernstein…

Statistics Theory · Mathematics 2023-12-19 Guanjie Lyu , Mohamed Belalia

Two-sample tests for multivariate data and non-Euclidean data are widely used in many fields. Parametric tests are mostly restrained to certain types of data that meets the assumptions of the parametric models. In this paper, we study a…

Methodology · Statistics 2018-05-01 Hao Chen , Xu Chen , Yi Su

We compare different permutation tests and some parametric counterparts that are applicable to unbalanced designs in two by two designs. First the different approaches are shortly summarized. Then we investigate the behavior of the tests in…

Methodology · Statistics 2013-10-01 Sonja Hahn , Frank Konietschke , Luigi Salmaso

We present a general approach to constructing permutation tests that are both exact for the null hypothesis of equality of distributions and asymptotically correct for testing equality of parameters of distributions while allowing the…

Statistics Theory · Mathematics 2021-07-12 Colin B. Fogarty

Non-parametric tests based on permutation, rotation or sign-flipping are examples of group-invariance tests. These tests test invariance of the null distribution under a set of transformations that has a group structure, in the algebraic…

Methodology · Statistics 2022-11-23 Nick W. Koning , Jesse Hemerik

High statistical precision is critical for Monte Carlo (MC) samples in high energy physics and is degraded by negatively weighted events. This paper investigates a procedure to learn the relationship between the negative and positive weight…

High Energy Physics - Experiment · Physics 2026-01-15 Christopher Palmer , Braden Kronheim

The goal of two-sample tests is to assess whether two samples, $S_P \sim P^n$ and $S_Q \sim Q^m$, are drawn from the same distribution. Perhaps intriguingly, one relatively unexplored method to build two-sample tests is the use of binary…

Machine Learning · Statistics 2018-03-14 David Lopez-Paz , Maxime Oquab

We present a novel family of nonparametric omnibus tests of the hypothesis that two unknown but estimable functions are equal in distribution when applied to the observed data structure. We developed these tests, which represent a…

Statistics Theory · Mathematics 2017-06-15 Alexander R. Luedtke , Marco Carone , Mark J. van der Laan

Testing whether the observed data conforms to a purported model (probability distribution) is a basic and fundamental statistical task, and one that is by now well understood. However, the standard formulation, identity testing, fails to…

Statistics Theory · Mathematics 2021-05-06 Clément L. Canonne , Karl Wimmer

Data depth has been applied as a nonparametric measurement for ranking multivariate samples. In this paper, we focus on homogeneity tests to assess whether two multivariate samples are from the same distribution. There are many data…

Statistics Theory · Mathematics 2023-06-09 Yiting Chen , Wei Lin , Xiaoping Shi

We propose a class of two-sample statistics for testing the equality of proportions and the equality of survival functions. We build our proposal on a weighted combination of a score test for the difference in proportions and a Weighted…

Methodology · Statistics 2021-12-08 Marta Bofill Roig , Guadalupe Gómez Melis

Two modifications of the chi square test for comparing usual(unweighted) and weighted histograms and two weighted histograms are proposed. Numerical examples illustrate an application of the tests for the histograms with different…

Data Analysis, Statistics and Probability · Physics 2011-11-09 N. D. Gagunashvili

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

We propose a new powerful family of tests of univariate normality. These tests are based on an initial value problem in the space of characteristic functions originating from the fixed point property of the normal distribution in the zero…

Statistics Theory · Mathematics 2020-02-28 Bruno Ebner

We develop a novel test of the instrumental variable identifying assumptions for heterogeneous treatment effect models with conditioning covariates. We assume semiparametric dependence between potential outcomes and conditioning covariates.…

Econometrics · Economics 2023-09-19 Thomas Carr , Toru Kitagawa

In this paper we proposed the alternative test to the two independent and normally distributed samples t test based on the cross variance concept. We present the simulation results of the power and the error rate of the special case of the…

Methodology · Statistics 2015-01-27 Rohmatul Fajriyah

Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…

Computation · Statistics 2014-08-01 Manuela Cattelan , Nicola Sartori

We consider testing for two-sample means of high dimensional populations by thresholding. Two tests are investigated, which are designed for better power performance when the two population mean vectors differ only in sparsely populated…

Methodology · Statistics 2014-10-13 Song Xi Chen , Jun Li , Ping-Shou Zhong