Related papers: On Hypothesis Testing for Poisson Processes. Regul…
Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…
The power of multiple testing procedures can be increased by using weighted p-values (Genovese, Roeder and Wasserman 2005). We derive the optimal weights and we show that the power is remarkably robust to misspecification of these weights.…
We derive a new class of statistical tests for generalized linear models based on thresholding point estimators. These tests can be employed whether the model includes more parameters than observations or not. For linear models, our tests…
Two procedures for checking Bayesian models are compared using a simple test problem based on the local Hubble expansion. Over four orders of magnitude, p-values derived from a global goodness-of-fit criterion for posterior probability…
Bayesian hypothesis tests leverage posterior probabilities, Bayes factors, or credible intervals to inform data-driven decision making. We propose a framework for power curve approximation with such hypothesis tests. We present a fast…
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…
The test of homogeneity for normal mixtures has been conducted in diverse research areas, but constructing a theory of the test of homogeneity is challenging because the parameter set for the null hypothesis corresponds to singular points…
Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…
This work provides some general theorems about unconditional and conditional weak convergence of empirical processes in the case of Poisson sampling designs. The theorems presented in this work are stronger than previously published…
When we use the normal mixture model, the optimal number of the components describing the data should be determined. Testing homogeneity is good for this purpose; however, to construct its theory is challenging, since the test statistic…
We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a non-linear function of it past values…
The standard paired-sample testing approach in the multidimensional setting applies multiple univariate tests on the individual features, followed by p-value adjustments. Such an approach suffers when the data carry numerous features. A…
We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporate the empirical…
The most popular hypothesis testing procedure, the likelihood ratio test, is known to be highly non-robust in many real situations. Basu et al. (2013a) provided an alternative robust procedure of hypothesis testing based on the density…
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…
Plausibility measures are structures for reasoning in the face of uncertainty that generalize probabilities, unifying them with weaker structures like possibility measures and comparative probability relations. So far, the theory of…
We consider the problem of localization of Poisson source by the observations of inhomogeneous Poisson processes. We suppose that there are $k$ detectors on the plane and each detector provides the observations of Poisson processes whose…
Using the likelihood ratio test statistic, we present a method which can be employed to test the hypothesis of a single Higgs boson using the matrix of measured signal strengths. This method can be applied in the presence of incomplete data…
We study the simple hypothesis testing problem for the drift coefficient for stochastic fractional heat equation driven by additive noise. We introduce the notion of asymptotically the most powerful test, and find explicit forms of such…
In this paper a robust version of the classical Wald test statistics for linear hypothesis in the logistic regression model is introduced and its properties are explored. We study the problem under the assumption of random covariates…