Related papers: Multiple Test Functions and Adjusted p-Values for …
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…
Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid if the p-value statistics are independent and uniformly distributed under the null hypotheses. However, it has recently…
$P$-values that are derived from continuously distributed test statistics are typically uniformly distributed on $(0,1)$ under least favorable parameter configurations (LFCs) in the null hypothesis. Conservativeness of a $p$-value $P$…
In meta analysis, multiple hypothesis testing and many other methods, p-values are utilized as inputs and assumed to be uniformly distributed over the unit interval under the null hypotheses. If data used to generate p-values have discrete…
One class of statistical hypothesis testing procedures is the indisputable equivalence tests, whose main objective is to establish practical equivalence rather than the usual statistical significant difference. These hypothesis tests are…
We study a large-scale one-sided multiple testing problem in which test statistics follow normal distributions with unit variance, and the goal is to identify signals with positive mean effects. A conventional approach is to compute…
Graphical tests assess whether a function of interest departs from an envelope of functions generated under a simulated null distribution. This approach originated in spatial statistics, but has recently gained some popularity in functional…
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…
Permutation tests enable testing statistical hypotheses in situations when the distribution of the test statistic is complicated or not available. In some situations, the test statistic under investigation is multivariate, with the multiple…
Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…
As a common step in refining their scientific inquiry, investigators are often interested in performing some screening of a collection of given statistical hypotheses. For example, they may wish to determine whether any one of several…
Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…
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…
We study how to combine p-values and e-values, and design multiple testing procedures where both p-values and e-values are available for every hypothesis. Our results provide a new perspective on multiple testing with data-driven weights:…
We introduce the notion of p*-values (p*-variables), which generalizes p-values (p-variables) in several senses. The new notion has four natural interpretations: operational, probabilistic, Bayesian, and frequentist. A main example of a…
It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…
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…
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…
We investigate the multiplicity model with m values of some test statistic independently drawn from a mixture of no effect (null) and positive effect (alternative), where we seek to identify, the alternative test results with a controlled…
The classical theory for the meta-analysis of $p$-values is based on the assumption that if the overall null hypothesis is true, then all $p$-values used in a chosen combined test statistic are genuine, i.e., are observations from…