Related papers: On Hypothesis Testing for Poisson Processes. Regul…
In clinical studies with paired organs, binary outcomes often exhibit intra-subject correlation and may include a mixture of unilateral and bilateral observations. Under Donner's constant correlation model, we develop three likelihood-based…
Items in a test are often used as a basis for making decisions and such tests are therefore required to have good psychometric properties, like unidimensionality. In many cases the sum score is used in combination with a threshold to decide…
This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is…
Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional relationship between the dimension (say, $p$) and the sample size (say,…
There has a major problem in the current theory of hypothesis testing in which no unified indicator to evaluate the goodness of various test methods since the cost function or utility function usually relies on the specific application…
Isotropic $\alpha$-stable distributions are central in the theory of heavy-tailed distributions and play a role similar to that of the Gaussian density among finite second-moment laws. Given a sequence of $n$ observations, we are interested…
A test based on tapering is proposed for use in testing a global linear hypothesis under a functional linear model. The test statistic is constructed as a weighted sum of squared linear combinations of Fourier coefficients, a tapered…
Particle physics experiments rely on the (generalised) likelihood ratio test (LRT) for searches and measurements, which consist of composite hypothesis tests. However, this test is not guaranteed to be optimal, as the Neyman-Pearson lemma…
In this article, we study the hypothesis testing of the blip / net effects of treatments in a treatment sequence. We illustrate that the likelihood ratio test and the score test may suffer from the curse of dimensionality, the null paradox…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
Rare and Weak models for multiple hypothesis testing assume that only a small proportion of the tested hypotheses concern non-null effects and the individual effects are only moderately large, so they generally do not stand out…
We derive several tests for the presence of a periodic component in a time series of functions. We consider both the traditional setting in which the periodic functional signal is contaminated by functional white noise, and a more general…
We study the binary classification problem for Poisson point processes, which are allowed to take values in a general metric space. The problem is tackled in two different ways: estimating nonparametricaly the intensity functions of the…
We describe likelihood-based statistical tests for use in high energy physics for the discovery of new phenomena and for construction of confidence intervals on model parameters. We focus on the properties of the test procedures that allow…
Two active hypothesis testing problems are formulated. In these problems, the agent can perform a fixed number of experiments and then decide on one of the hypotheses. The agent is also allowed to declare its experiments inconclusive if…
The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…
To identify statistically significant conclusions, it is proposed to simultaneously test hypotheses and alternatives. It is shown that, under the condition of free combination of hypotheses and alternatives, the closure method leads to…
Power-law distributions occur in wide variety of physical, biological, and social phenomena. In this paper, we propose a statistical hypothesis test based on the log-likelihood ratio to assess whether two samples of discrete data are drawn…
Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…
Poisson shot noise processes are natural generalizations of compound Poisson processes that have been widely applied in insurance, neuroscience, seismology, computer science and epidemiology. In this paper we study sharp deviations,…