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In this paper, we propose novel, fully Bayesian non-parametric tests for one-sample and two-sample multivariate location problems. We model the underlying distribution using a Dirichlet process prior, and develop a testing procedure based…

Statistics Theory · Mathematics 2021-08-03 Indrabati Bhattacharya , Subhashis Ghosal

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

Although hypothesis tests play a prominent role in Science, their interpretation can be challenging. Three issues are (i) the difficulty in making an assertive decision based on the output of an hypothesis test, (ii) the logical…

Methodology · Statistics 2019-04-16 Victor Coscrato , Luís Gustavo Esteves , Rafael Izbicki , Rafael Bassi Stern

We present a new test of hypothesis in which we seek the probability of the null conditioned on the data, where the null is a simplification undertaken to counter the intractability of the more complex model, that the simpler null model is…

Applications · Statistics 2016-09-20 Dalia Chakrabarty

Ratios of universal enumerable semimeasures corresponding to hypotheses are investigated as a solution for statistical composite hypotheses testing if an unbounded amount of computation time can be assumed. Influence testing for discrete…

Statistics Theory · Mathematics 2009-12-15 Bruno Bauwens

It is often claimed that Bayesian methods, in particular Bayes factor methods for hypothesis testing, can deal with optional stopping. We first give an overview, using elementary probability theory, of three different mathematical meanings…

Statistics Theory · Mathematics 2021-03-24 Allard Hendriksen , Rianne de Heide , Peter Grünwald

We propose a novel finite-sample procedure for testing composite null hypotheses. Traditional likelihood ratio tests based on asymptotic $\chi^2$ approximations often exhibit substantial bias in small samples. Our procedure rejects the…

Methodology · Statistics 2026-01-07 Joonha Park , Ming Wang

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…

Statistics Theory · Mathematics 2007-06-13 Serguei Dachian , Yury A. Kutoyants

We develop non-asymptotically justified methods for hypothesis testing about the $p-$dimensional coefficients $\theta^{*}$ in (possibly nonlinear) regression models. Given a function $h:\,\mathbb{R}^{p}\mapsto\mathbb{R}^{m}$, we consider…

Statistics Theory · Mathematics 2019-07-01 Ying Zhu

Statistical hypothesis testing is the central method to demarcate scientific theories in both exploratory and inferential analyses. However, whether this method befits such purpose remains a matter of debate. Established approaches to…

Data Analysis, Statistics and Probability · Physics 2024-10-29 Orestis Loukas , Ho-Ryun Chung

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

When statisticians quarrel about hypothesis testing, the debate usually focus on which method is the correct one. The fundamental question of whether we should test hypothesis at all tends to be forgotten. This lack of debate has its roots…

Other Statistics · Statistics 2016-11-22 André C. R. Martins

The current definition of a Bayesian credible set cannot, in general, achieve an arbitrarily preassigned credible level. This drawback is particularly acute for classification problems, where there are only a finite number of achievable…

Statistics Theory · Mathematics 2023-08-23 Chaegeun Song , Bing Li

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

Machine Learning · Statistics 2017-09-12 Giri Gopalan

Null Hypothesis Significance Testing (NHST) has long been central to the scientific project, guiding theory development and supporting evidence-based intervention and decision-making. Recent years, however, have seen growing awareness of…

Methodology · Statistics 2020-10-16 Fintan Costello , Paul Watts

Controlled experiments (A/B tests or randomized field experiments) are the de facto standard to make data-driven decisions when implementing changes and observing customer responses. The methodology to analyze such experiments should be…

Applications · Statistics 2020-03-06 Shafi Kamalbasha , Manuel J. A. Eugster

Bayesian hypothesis testing is investigated when the prior probabilities of the hypotheses, taken as a random vector, are quantized. Nearest neighbor and centroid conditions are derived using mean Bayes risk error as a distortion measure…

Information Theory · Computer Science 2008-09-20 Kush R. Varshney , Lav R. Varshney

Case-deleted analysis is a popular method for evaluating the influence of a subset of cases on inference. The use of Monte Carlo estimation strategies in complicated Bayesian settings leads naturally to the use of importance sampling…

Computation · Statistics 2008-09-17 Ilenia Epifani , Steven N. MacEachern , Mario Peruggia

Determining the presence of a potential optical source in the interest region is important for an imaging system and can be achieved by using hypothesis testing. The previous studies assume that the potential source is completely…

Quantum Physics · Physics 2024-10-23 Jian-Dong Zhang , Kexin Zhang , Lili Hou , Shuai Wang

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…

Statistics Theory · Mathematics 2017-06-28 Jean-Bernard Salomond