Related papers: Consecutive Sequential Probability Ratio Tests of …
The usual way of testing probability forecasts in game-theoretic probability is via construction of test martingales. The standard assumption is that all forecasts are output by the same forecaster. In this paper I will discuss possible…
We present a sequential testing method to identify a practically significant effect. We build on the existing mixture sequential probability ratio test (mSPRT) that can sequentially test for a non-zero treatment effect by using a truncated…
Tests for proportional hazards assumption concerning specified covariates or groups of covariates are proposed. The class of alternatives is wide: log-hazard rates under different values of covariates may cross, approach, go away. The data…
Randomization tests allow simple and unambiguous tests of null hypotheses, by comparing observed data to a null ensemble in which experimentally-controlled variables are randomly resampled. In behavioral and neuroscience experiments,…
Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid if the p-value statistics are independent and uniformly distributed under the null hypotheses. However, it has recently…
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…
Current statistical inference problems in areas like astronomy, genomics, and marketing routinely involve the simultaneous testing of thousands -- even millions -- of null hypotheses. For high-dimensional multivariate distributions, these…
Financial statement auditing is conducted under a risk-based evidence approach to obtain reasonable assurance. In practice, auditors often perform additional sampling or related procedures when an initial sample does not provide a…
The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…
We consider sequential hypothesis testing between two quantum states using adaptive and non-adaptive strategies. In this setting, samples of an unknown state are requested sequentially and a decision to either continue or to accept one of…
We study the problem of designing consistent sequential two-sample tests in a nonparametric setting. Guided by the principle of testing by betting, we reframe this task into that of selecting a sequence of payoff functions that maximize the…
In this paper we present a method ofcomputing the posterior probability ofconditional independence of two or morecontinuous variables from data,examined at several resolutions. Ourapproach is motivated by theobservation that the appearance…
The problem of multiple hypothesis testing arises when there are more than one hypothesis to be tested simultaneously for statistical significance. This is a very common situation in many data mining applications. For instance, assessing…
The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…
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…
Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…
We consider the problem of sequential binary hypothesis testing with a distributed sensor network in a non-Gaussian noise environment. To this end, we present a general formulation of the Consensus + Innovations Sequential Probability Ratio…
Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we consider the…
This paper develops inference methods for ratios of deterministic trend slopes in systems of pairs of time series. Hypotheses based on linear cross-equation restrictions are considered with particular interest in tests that trend ratios are…
In this paper, we study the problem of determining $k$ anomalous random variables that have different probability distributions from the rest $(n-k)$ random variables. Instead of sampling each individual random variable separately as in the…