Related papers: A layman's note on a class of frequentist hypothes…
We point out that the traditional notion of test statistic is too narrow, and we propose a natural generalization that is arguably maximal. The study is restricted to simple statistical hypotheses.
The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…
In this paper, a Bayesian approach is developed for simultaneously comparing multiple experimental treatments with a common control treatment in an exploratory clinical trial. The sample size is set to ensure that, at the end of the study,…
We consider the problem of testing for a difference in means between clusters of observations identified via k-means clustering. In this setting, classical hypothesis tests lead to an inflated Type I error rate. To overcome this problem, we…
We present the fundamental ideas underlying statistical hypothesis testing using the frequentist framework. We begin with a simple example that builds up the one-sample t-test from the beginning, explaining important concepts such as the…
In this paper, a problem of testing is discussed when the samples have been drawn from the normal distribution. The study of hypothesis testing is also extended to Baye's set up.
Choice overload - in which larger choice sets are detrimental to a chooser's well-being - is potentially of great importance in the design of economic policy. Yet the current evidence on its prevalence is inconclusive. We argue that…
Sample size derivation is a crucial element of the planning phase of any confirmatory trial. A sample size is typically derived based on constraints on the maximal acceptable type I error rate and a minimal desired power. Here, power…
These notes contain, among others, a proof that the average running time of an easy solution to the satisfiability problem for propositional calculus is, under some reasonable assumptions, linear (with constant 2) in the size of the input.…
Practical employment of Bayesian trial designs is still rare. Even if accepted in principle, the regulators have commonly required that such designs be calibrated according to an upper bound for the frequentist type I error rate. This…
The double hypothesis test (DHT) is a test that allows controlling Type I (producer) and Type II (consumer) errors. It is possible to say whether the batch has a defect rate, p, between 1.5 and 2%, or between 2 and 5%, or between 5 and 10%,…
In this paper, we study learning in probabilistic domains where the learner may receive incorrect labels but can improve the reliability of labels by repeatedly sampling them. In such a setting, one faces the problem of whether the fixed…
Analogues of the frequentist chi-square and F tests are proposed for testing goodness-of-fit and consistency for Bayesian models. Simple examples exhibit these tests' detection of inconsistency between consecutive experiments with identical…
Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…
While many studies have previously conducted direct comparisons between results obtained from frequentist and Bayesian models, our research introduces a novel perspective by examining these models in the context of a small dataset…
Consider the following Stochastic Score Classification Problem. A doctor is assessing a patient's risk of developing a certain disease, and can perform $n$ tests on the patient. Each test has a binary outcome, positive or negative. A…
This is a writeup, with some elaboration, of the talks by the two authors (a physicist and a statistician) at the first PHYSTAT Informal review on January 24, 2024. We discuss Bayesian and frequentist approaches to dealing with nuisance…
We study private two-terminal hypothesis testing with simple hypotheses where the privacy goal is to ensure that participating in the testing protocol reveals little additional information about the other user's observation when a user is…
In epidemic or pandemic situations, resources for testing the infection status of individuals may be scarce. Although group testing can help to significantly increase testing capabilities, the (repeated) testing of entire populations can…
We study a class of hypothesis testing problems in which, upon observing the realization of an $n$-dimensional Gaussian vector, one has to decide whether the vector was drawn from a standard normal distribution or, alternatively, whether…