Related papers: P-values, q-values and posterior probabilities for…
A central problem in comparative genomics consists in computing a (dis-)similarity measure between two genomes, e.g. in order to construct a phylogeny. All the existing measures are defined on genomes without duplicates. However, we know…
Many commonly used test statistics are based on a norm measuring the evidence against the null hypothesis. To understand how the choice of a norm affects power properties of tests in high dimensions, we study the consistency sets of…
Probability forecasts for binary events play a central role in many applications. Their quality is commonly assessed with proper scoring rules, which assign forecasts a numerical score such that a correct forecast achieves a minimal…
A/B tests are typically analyzed via frequentist p-values and confidence intervals; but these inferences are wholly unreliable if users endogenously choose samples sizes by *continuously monitoring* their tests. We define *always valid*…
Significance testing based on p-values has been implicated in the reproducibility crisis in scientific research, with one of the proposals being to eliminate them in favor of Bayesian analyses. Defenders of the p-values have countered that…
The cell biology literature is littered with erroneously tiny P values, often the result of evaluating individual cells as independent samples. Because readers use P values and error bars to infer whether a reported difference would likely…
A standard practice in statistical hypothesis testing is to mention the p-value alongside the accept/reject decision. We show the advantages of mentioning an e-value instead. With p-values, it is not clear how to use an extreme observation…
In science, the most widespread statistical quantities are perhaps $p$-values. A typical advice is to reject the null hypothesis $H_0$ if the corresponding p-value is sufficiently small (usually smaller than 0.05). Many criticisms regarding…
We propose novel kernel-based tests for assessing the equivalence between distributions. Traditional goodness-of-fit testing is inappropriate for concluding the absence of distributional differences, because failure to reject the null…
In medical device comparison studies, equivalency test is commonly used to demonstrate two measurement methods agree up to a pre-specified performance goal based on the paired repeated measures. Such equivalency test often involves…
We introduce the problem of \emph{entropy equivalence testing} for probability distributions, a relaxation of the well-studied closeness testing problem, where the distribution testing algorithm is now only required to distinguish, given…
It is common for genomic data analysis to use $p$-values from a large number of permutation tests. The multiplicity of tests may require very tiny $p$-values in order to reject any null hypotheses and the common practice of using randomly…
The limitation of permutation tests is that they assume exchangeability. It is shown that in generalized linear models one can construct permutation tests from score statistics in particular cases. When under the null hypothesis the…
There are two distinct definitions of 'P-value' for evaluating a proposed hypothesis or model for the process generating an observed dataset. The original definition starts with a measure of the divergence of the dataset from what was…
RNA sequencing (RNA-seq) is the conventional genome-scale approach used to capture the expression levels of all detectable genes in a biological sample. This is now regularly used for population-based studies designed to identify genetic…
Positive predictive value and negative predictive value are two widely used parameters to assess the clinical usefulness of a medical diagnostic test. When there are two diagnostic tests, it is recommendable to make a comparative assessment…
We develop the theory of hypothesis testing based on the e-value, a notion of evidence that, unlike the p-value, allows for effortlessly combining results from several studies in the common scenario where the decision to perform a new study…
Clinicians and scientists have traditionally focussed on whether their findings will be replicated and are very familiar with the concept. The probability that a replication study yields an effect with the same sign, or the same statistical…
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…
In order to determine whether or not an effect is absent based on a statistical test, the recommended frequentist tool is the equivalence test. Typically, it is expected that an appropriate equivalence margin has been specified before any…