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Related papers: A layman's note on a class of frequentist hypothes…

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We consider the hypothesis testing problem of deciding whether an observed high-dimensional vector has independent normal components or, alternatively, if it has a small subset of correlated components. The correlated components may have a…

Statistics Theory · Mathematics 2012-06-04 Ery Arias-Castro , Sébastien Bubeck , Gábor Lugosi

This note investigates a number of scenarios in which unadjusted testing following a blinded sample size re-estimation leads to type I error violations. For superiority testing, this occurs in certain small-sample borderline cases. We…

Methodology · Statistics 2013-01-18 Ekkehard Glimm , Jürgen Läuter

The problem of testing mutually exclusive hypotheses with dependent test statistics is considered. Bayesian and frequentist approaches to multiplicity control are studied and compared to help gain understanding as to the effect of test…

Statistics Theory · Mathematics 2016-11-21 Sean Chang , James O. Berger

Standard random-effects meta-analysis methods perform poorly when applied to few studies only. Such settings however are commonly encountered in practice. It is unclear, whether or to what extent small-sample-size behaviour can be improved…

Methodology · Statistics 2019-01-15 Svenja E. Seide , Christian Röver , Tim Friede

Hypothesis testing plays a central role in statistical inference, and is used in many settings where privacy concerns are paramount. This work answers a basic question about privately testing simple hypotheses: given two distributions $P$…

Data Structures and Algorithms · Computer Science 2019-04-04 Clément L. Canonne , Gautam Kamath , Audra McMillan , Adam Smith , Jonathan Ullman

Over time, clinical trials have increasingly incorporated complex design and analysis elements such as interim analyses, adaptations, multiple endpoints, and sophisticated multiplicity schemes for multiple endpoints and/or treatment arms…

Suppose some classifiers are selected from a set of hypothesis classifiers to form an equally-weighted ensemble that selects a member classifier at random for each input example. Then the ensemble has an error bound consisting of the…

Machine Learning · Statistics 2019-04-01 Eric Bax , Farshad Kooti

The machine learning community adopted the use of null hypothesis significance testing (NHST) in order to ensure the statistical validity of results. Many scientific fields however realized the shortcomings of frequentist reasoning and in…

Machine Learning · Statistics 2017-07-18 Alessio Benavoli , Giorgio Corani , Janez Demsar , Marco Zaffalon

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…

Statistics Theory · Mathematics 2017-03-16 Guangyu Zhu , Jiahua Chen

Marketers often use A/B testing as a tool to compare marketing treatments in a test stage and then deploy the better-performing treatment to the remainder of the consumer population. While these tests have traditionally been analyzed using…

Applications · Statistics 2020-12-03 Elea McDonnell Feit , Ron Berman

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…

Signal Processing · Electrical Eng. & Systems 2019-07-26 Berkan Dulek , Cuneyd Ozturk , Sinan Gezici

We analyze the sample complexity of learning from multiple experiments where the experimenter has a total budget for obtaining samples. In this problem, the learner should choose a hypothesis that performs well with respect to multiple…

Machine Learning · Computer Science 2019-07-16 Longyun Guo , Jean Honorio , John Morgan

This paper explores an approach to Bayesian sample size determination in clinical trials. The approach falls into the category of what is often called "proper Bayesian", in that it does not mix frequentist concepts with Bayesian ones. A…

Methodology · Statistics 2012-04-23 Robb J. Muirhead , Adina I. Soaita

In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…

Statistics Theory · Mathematics 2012-02-10 Xinjia Chen

When analyzing incomplete data, is it better to use multiple imputation (MI) or full information maximum likelihood (ML)? In large samples ML is clearly better, but in small samples ML's usefulness has been limited because ML commonly uses…

Methodology · Statistics 2017-03-24 Paul T. von Hippel

We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of different tests when…

Statistics Theory · Mathematics 2015-02-25 Serguei Dachian , Yury Kutoyants , Lin Yang

In the report the approach to estimation of quality of planned experiments is considered. This approach is based on the analysis of uncertainty, which will take place under the future hypotheses testing about the existence of a new…

Data Analysis, Statistics and Probability · Physics 2009-11-10 S. I. Bityukov , N. V. Krasnikov

The likelihood ratio (LR) measures the relative weight of forensic data regarding two hypotheses. Several levels of uncertainty arise if frequentist methods are chosen for its assessment: the assumed population model only approximates the…

Applications · Statistics 2016-12-26 Giulia Cereda

An empirical power comparison is made between two tests based on the empirical characteristic function and some of the best performing tests for normality. A simple normality test based on the empirical characteristic function calculated in…

Computation · Statistics 2018-11-06 J. Martin van Zyl

We consider large-scale studies in which it is of interest to test a very large number of hypotheses, and then to estimate the effect sizes corresponding to the rejected hypotheses. For instance, this setting arises in the analysis of gene…

Methodology · Statistics 2015-03-31 Kean Ming Tan , Noah Simon , Daniela Witten