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We present the expected values from p-value hacking as a choice of the minimum p-value among $m$ independents tests, which can be considerably lower than the "true" p-value, even with a single trial, owing to the extreme skewness of the…

Applications · Statistics 2018-01-29 Nassim Nicholas Taleb

We are concerned with a situation in which we would like to test multiple hypotheses with tests whose p-values cannot be computed explicitly but can be approximated using Monte Carlo simulation. This scenario occurs widely in practice. We…

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

Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…

Statistics Theory · Mathematics 2007-11-06 Joseph P. Romano , Michael Wolf

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…

Computation · Statistics 2024-10-08 Rui Santos , M. Fátima Brilhante , Sandra Mendonça

Higher criticism, or second-level significance testing, is a multiple-comparisons concept mentioned in passing by Tukey. It concerns a situation where there are many independent tests of significance and one is interested in rejecting the…

Statistics Theory · Mathematics 2007-06-13 David Donoho , Jiashun Jin

We introduce a notion of real-valued reward testing for probabilistic processes by extending the traditional nonnegative-reward testing with negative rewards. In this richer testing framework, the may and must preorders turn out to be…

Logic in Computer Science · Computer Science 2011-07-07 Yuxin Deng , Rob van Glabbeek , Matthew Hennessy , Carroll Morgan

Permutation tests are amongst the most commonly used statistical tools in modern genomic research, a process by which p-values are attached to a test statistic by randomly permuting the sample or gene labels. Yet permutation p-values…

Applications · Statistics 2016-03-21 Belinda Phipson , Gordon K. Smyth

In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…

Statistics Theory · Mathematics 2012-02-10 Xinjia Chen

This paper proposes a novel, nonparametric, interpoint distance-based measure to investigate whether there exist any groups in a set of given data, and if so then, how many groups are prevailing in total. It is a cluster accuracy index…

Methodology · Statistics 2026-05-21 Soumita Modak

The comparison of benchmark error sets is an essential tool for the evaluation of theories in computational chemistry. The standard ranking of methods by their Mean Unsigned Error is unsatisfactory for several reasons linked to the…

Methodology · Statistics 2020-09-29 Pascal Pernot , Andreas Savin

Group testing concerns itself with the accurate recovery of a set of "defective" items from a larger population via a series of tests. While most works in this area have considered the classical group testing model, where tests are binary…

Information Theory · Computer Science 2026-05-13 Daniel McMorrow , Nikhil Karamchandani , Sidharth Jaggi

In this paper, we study a bi-criterion framework for assessing scoring functions in the context of binary classification. The positive and negative predictive values (ppv and npv, respectively) are conditional probabilities of the true…

Machine Learning · Statistics 2020-07-13 Keshav Vemuri , Nathan Srebro

Classical tests for a difference in means control the type I error rate when the groups are defined a priori. However, when the groups are instead defined via clustering, then applying a classical test yields an extremely inflated type I…

Methodology · Statistics 2022-11-01 Lucy L. Gao , Jacob Bien , Daniela Witten

Over the last decade there has been increasing concern about the biases embodied in traditional evaluation methods for Natural Language Processing/Learning, particularly methods borrowed from Information Retrieval. Without knowledge of the…

Artificial Intelligence · Computer Science 2015-04-06 David M. W. Powers

p-hacking occurs when researchers conduct multiple significance tests (e.g., p1;H0,1 and p2;H0,2) and then selectively report tests that yield desirable (usually significant) results (e.g., p2 < 0.05;H0,2) without correcting for multiple…

Other Statistics · Statistics 2026-05-22 Mark Rubin

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:…

Methodology · Statistics 2023-07-19 Nikolaos Ignatiadis , Ruodu Wang , Aaditya Ramdas

Consider testing multiple hypotheses in the setting where the p-values of all hypotheses are unknown and thus have to be approximated using Monte Carlo simulations. One class of algorithms published in the literature for this scenario…

Statistics Theory · Mathematics 2020-06-16 Georg Hahn

Motivation: Combining the results of different experiments to exhibit complex patterns or to improve statistical power is a typical aim of data integration. The starting point of the statistical analysis often comes as sets of p-values…

Methodology · Statistics 2021-12-02 Tristan Mary-Huard , Sarmistha Das , Indranil Mukhopadhyay , Stéphane Robin

This paper addresses the following general scenario: A scientist wishes to perform a battery of experiments, each generating a sequential stream of data, to investigate some phenomenon. The scientist would like to control the overall error…

Methodology · Statistics 2014-05-12 Jay Bartroff , Jinlin Song

This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are…

Methodology · Statistics 2024-03-12 Stephen Bates , Emmanuel Candès , Lihua Lei , Yaniv Romano , Matteo Sesia