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I reject the following null hypothesis: {H0: your data are normal}. Such drastic decision is motivated by theoretical reasons, and applies to your current data, the past ones, and the future ones. While this situation may appear…

Other Statistics · Statistics 2023-02-23 Paolo Frumento

There has a major problem in the current theory of hypothesis testing in which no unified indicator to evaluate the goodness of various test methods since the cost function or utility function usually relies on the specific application…

Statistics Theory · Mathematics 2023-06-19 Dazhuan Xu , Nan Wang

Motivation: Combining the results of different experiments to exhibit complex patterns or to improve statistical power is a typical aim of data integration. The starting point of the statistical analysis often comes as sets of p-values…

Methodology · Statistics 2021-12-02 Tristan Mary-Huard , Sarmistha Das , Indranil Mukhopadhyay , Stéphane Robin

Global hypothesis tests are a useful tool in the context of, e.g, clinical trials, genetic studies or meta analyses, when researchers are not interested in testing individual hypotheses, but in testing whether none of the hypotheses is…

Methodology · Statistics 2017-09-05 Andreas Futschik , Thomas Taus , Sonja Zehetmayer

The maximum type-I and type-II error exponents associated with the newly introduced almost-fixed-length hypothesis testing is characterized. In this class of tests, the decision-maker declares the true hypothesis almost always after…

Information Theory · Computer Science 2016-05-18 Anusha Lalitha , Tara Javidi

While P-values are widely abused, they are a useful tool for many purposes; banning them is analogous to banning scalpels because most people do not know how to perform surgery. Many reported P-values are not genuine P-values, for a variety…

Other Statistics · Statistics 2022-04-19 Philip B. Stark

The replication crisis has prompted many to call for statistical reform within the psychological sciences. Here we examine issues within Frequentist statistics that may have led to the replication crisis, and we examine the…

Methodology · Statistics 2018-11-09 Lincoln J Colling , Denes Szucs

The issue of model selection in applied research is of vital importance. Since the true model in such research is not known, which model should be used from among various potential ones is an empirical question. There might exist several…

Econometrics · Economics 2018-05-24 R. Scott Hacker , Abdulnasser Hatemi-J

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…

Methodology · Statistics 2024-01-04 Daniel Ochieng

It is often claimed that Bayesian methods, in particular Bayes factor methods for hypothesis testing, can deal with optional stopping. We first give an overview, using elementary probability theory, of three different mathematical meanings…

Statistics Theory · Mathematics 2021-03-24 Allard Hendriksen , Rianne de Heide , Peter Grünwald

Null Hypothesis Significance Testing (NHST) has long been of central importance to psychology as a science, guiding theory development and underlying the application of evidence-based intervention and decision-making. Recent years, however,…

Methodology · Statistics 2020-10-20 Fintan Costello , Paul Watts

Bayesian statistics is an integral part of contemporary applied science. bayesics provides a single framework, unified in syntax and output, for performing the most commonly used statistical procedures, ranging from one- and two-sample…

Methodology · Statistics 2026-02-18 Daniel K. Sewell , Alan T. Arakkal

It is suggested that some shortcomings of Null Hypothesis Significance Testing (NHST), viewed from the perspective of Bayesian statistics, turn benign once the traditional threshold p value of .05 is substituted by a sufficiently smaller…

Other Statistics · Statistics 2016-06-30 David Navon , Yoav Cohen

When interpreting A/B tests, we typically focus only on the statistically significant results and take them by face value. This practice, termed post-selection inference in the statistical literature, may negatively affect both point…

Applications · Statistics 2021-06-01 Alex Deng , Yicheng Li , Jiannan Lu , Vivek Ramamurthy

Large-scale multiple testing is a fundamental problem in high dimensional statistical inference. It is increasingly common that various types of auxiliary information, reflecting the structural relationship among the hypotheses, are…

Methodology · Statistics 2021-10-07 Hongyuan Cao , Jun Chen , Xianyang Zhang

Although hypothesis tests play a prominent role in Science, their interpretation can be challenging. Three issues are (i) the difficulty in making an assertive decision based on the output of an hypothesis test, (ii) the logical…

Methodology · Statistics 2019-04-16 Victor Coscrato , Luís Gustavo Esteves , Rafael Izbicki , Rafael Bassi Stern

Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…

Statistics Theory · Mathematics 2007-11-06 Joseph P. Romano , Michael Wolf

A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…

Methodology · Statistics 2014-06-30 Bodhisattva Sen , Mary Meyer

The Jeffreys-Lindley paradox displays how the use of a p-value (or number of standard deviations z) in a frequentist hypothesis test can lead to an inference that is radically different from that of a Bayesian hypothesis test in the form…

Methodology · Statistics 2017-02-14 Robert D. Cousins

The Fisher randomization test (FRT) is appropriate for any test statistic, under a sharp null hypothesis that can recover all missing potential outcomes. However, it is often sought after to test a weak null hypothesis that the treatment…

Methodology · Statistics 2020-11-09 Jason Wu , Peng Ding