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It has been shown that the conditional probability distributions obtained by performing measurements on an uncharacterized physical system can be used to infer its underlying dimension in a device-independent way both in the classical and…

Quantum Physics · Physics 2017-02-01 Julio I. de Vicente

A common assumption in causal inference is that random treatment assignment ensures that potential outcomes are independent of treatment, or in one word, unconfoundedness. This paper highlights that randomization and unconfoundedness are…

Methodology · Statistics 2021-07-30 Fredrik Sävje

Given a random sample from a random variable $T$ which is bounded from above, $T\le\tau$ a.s., we define processes that are positive supermartingales if $E(T)\ge\mu$. Such processes are called test martingales. Tests of the supermartingale…

Methodology · Statistics 2018-02-20 Harrie Hendriks

We are concerned with testing replicability hypotheses for many endpoints simultaneously. This constitutes a multiple test problem with composite null hypotheses. Traditional $p$-values, which are computed under least favourable parameter…

Methodology · Statistics 2020-02-26 Anh-Tuan Hoang , Thorsten Dickhaus

Since human randomness production has been studied and widely used to assess executive functions (especially inhibition), many measures have been suggested to assess the degree to which a sequence is random-like. However, each of them…

Computational Complexity · Computer Science 2013-12-10 Nicolas Gauvrit , Hector Zenil , Jean-Paul Delahaye , Fernando Soler-Toscano

For random samples of size n obtained from p-variate normal distributions, we consider the classical likelihood ratio tests (LRT) for their means and covariance matrices in the high-dimensional setting. These test statistics have been…

Statistics Theory · Mathematics 2013-06-04 Tiefeng Jiang , Fan Yang

The field of property testing of probability distributions, or distribution testing, aims to provide fast and (most likely) correct answers to questions pertaining to specific aspects of very large datasets. In this work, we consider a…

Data Structures and Algorithms · Computer Science 2015-04-27 Clément L. Canonne

We theoretically analyze the problem of testing for $p$-hacking based on distributions of $p$-values across multiple studies. We provide general results for when such distributions have testable restrictions (are non-increasing) under the…

Econometrics · Economics 2022-05-13 Graham Elliott , Nikolay Kudrin , Kaspar Wuthrich

Thanks to its favorable properties, the multivariate normal distribution is still largely employed for modeling phenomena in various scientific fields. However, when the number of components $p$ is of the same asymptotic order as the sample…

Statistics Theory · Mathematics 2022-11-17 Caizhu Huang , Claudia Di Caterina , Nicola Sartori

Contextuality is usually defined as absence of a joint distribution for a set of measurements (random variables) with known joint distributions of some of its subsets. However, if these subsets of measurements are not disjoint,…

Quantum Physics · Physics 2017-09-05 Ehtibar Dzhafarov , Janne Kujala

Modern neural network libraries all take as a hyperparameter a random seed, typically used to determine the initial state of the model parameters. This opinion piece argues that there are some safe uses for random seeds: as part of the…

Computation and Language · Computer Science 2022-10-25 Steven Bethard

Statistical analysis is an important tool to distinguish systematic from chance findings. Current statistical analyses rely on distributional assumptions reflecting the structure of some underlying model, which if not met lead to problems…

Statistics Theory · Mathematics 2023-11-15 Orestis Loukas , Ho Ryun Chung

Unlike Martin-L\"of randomness and Schnorr randomness, computable randomness has not been defined, except for a few ad hoc cases, outside of Cantor space. This paper offers such a definition (actually, several equivalent definitions), and…

Logic · Mathematics 2015-04-23 Jason Rute

In this paper, we show that the likelihood-ratio measure (a) is invariant with respect to dominating sigma-finite measures, (b) satisfies logical consequences which are not satisfied by standard $p$-values, (c) respects frequentist…

Methodology · Statistics 2021-04-07 Alexandre G. Patriota

Randomness is a crucial resource for a broad range of important applications, such as Monte Carlo simulation and computation, generative artificial intelligence and cryptography. But what is randomness? A widely accepted definition has…

Quantum Physics · Physics 2024-10-01 Mario Stipčević

In this paper we define and examine the power of the {\em conditional-sampling} oracle in the context of distribution-property testing. The conditional-sampling oracle for a discrete distribution $\mu$ takes as input a subset $S \subset…

Data Structures and Algorithms · Computer Science 2014-04-09 Sourav Chakraborty , Eldar Fischer , Yonatan Goldhirsh , Arie Matsliah

A semi-measure is a generalization of a probability measure obtained by relaxing the additivity requirement to super-additivity. We introduce and study several randomness notions for left-c.e. semi-measures, a natural class of effectively…

Logic · Mathematics 2017-10-18 Laurent Bienvenu , Rupert Hölzl , Christopher P. Porter , Paul Shafer

Entropy measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…

Methodology · Statistics 2015-12-03 Chee Chun Gan , Gerard Learmonth

The prime numbers look like a randomly chosen sequence of natural numbers, but there is still no strict theory to determine 'Randomness'. In these years, cryptography has developed a battery of statistical tests for randomness. In this…

Number Theory · Mathematics 2011-02-19 Wang Liang , Huang Yan

Frequentist inference typically is described in terms of hypothetical repeated sampling but there are advantages to an interpretation that uses a single random sample. Contemporary examples are given that indicate probabilities for random…

Other Statistics · Statistics 2019-06-21 Paul Vos , Don Holbert