Related papers: On Hypothesis Testing for Poisson Processes. Regul…
Multi-parameter one-sided hypothesis test problems arise naturally in many applications. We are particularly interested in effective tests for monitoring multiple quality indices in forestry products. Our search reveals that there are many…
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…
A model of Poissonian observation having a jump (change-point) in the intensity function is considered. Two cases are studied. The first one corresponds to the situation when the jump size converges to a non-zero limit, while in the second…
The problem of simple $M-$ary hypothesis testing under a generic performance criterion that depends on arbitrary functions of error probabilities is considered. Using results from convex analysis, it is proved that an optimal decision rule…
Testing hypotheses is an issue of primary importance in the scientific research, as well as in many other human activities. Much clarification about it can be achieved if the process of learning from data is framed in a stochastic model of…
Motivated by the forensic problem of determining the strength of evidence of a continuously distributed measurement of evidence, in the situation of composite hypotheses of the prosecutor and the defence concerning a parameter of a…
Researchers theorize that many real-world networks exhibit community structure where within-community edges are more likely than between-community edges. While numerous methods exist to cluster nodes into different communities, less work…
Most normality tests in the literature are performed for scalar and independent samples. Thus, they become unreliable when applied to colored processes, hampering their use in realistic scenarios.We focus on Mardia's multivariate kurtosis,…
A statistical test can be seen as a procedure to produce a decision based on observed data, where some decisions consist of rejecting a hypothesis (yielding a significant result) and some do not, and where one controls the probability to…
We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…
Two-sample hypothesis testing for random graphs arises naturally in neuroscience, social networks, and machine learning. In this paper, we consider a semiparametric problem of two-sample hypothesis testing for a class of latent position…
We describe a statistical hypothesis test for the presence of a signal based on the likelihood ratio statistic. We derive the test for a case of interest and also show that for that case the test works very well, even far out in the tails…
Multiple testing of a single hypothesis and testing multiple hypotheses are usually done in terms of p-values. In this paper we replace p-values with their natural competitor, e-values, which are closely related to betting, Bayes factors,…
The semi-parametric Cox proportional hazards regression model has been widely used for many years in several applied sciences. However, a fully parametric proportional hazards model, if appropriately assumed, can often lead to more…
We study a variant of the simple hypothesis testing problem where observed samples do not necessarily come from either of the specified distributions, but rather from a close variant of them. In this setting, we require a test that is…
Scientific theories can often be formulated using equality and order constraints on the relative effects in a linear regression model. For example, it may be expected that the effect of the first predictor is larger than the effect of the…
A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…
Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…
We consider the problem of comparing two Poisson parameters from the Bayesian perspective. Kawasaki and Miyaoka (2012b) proposed the Bayesian index $P(\lambda_1 < \lambda_2 | X_1,X_2)$ and expressed it using the hypergeometric series. In…
We consider the problem of parameter estimation by observations of inhomogeneous Poisson process. It is well-known that if the regularity conditions are fulfilled then the maximum likelihood and Bayesian estimators are consistent,…