Related papers: Variational formulas for the power of the binary h…
We study the simple hypothesis testing problem for the drift coefficient for stochastic fractional heat equation driven by additive noise. We introduce the notion of asymptotically the most powerful test, and find explicit forms of such…
This paper presents new limit theorems for power variation of fractional type symmetric infinitely divisible random fields. More specifically, the random field $X = (X(\boldsymbol{t}))_{\boldsymbol{t} \in [0,1]^d}$ is defined as an integral…
As a consequence of the dependence experienced in loan portfolios, the standard binomial test which is based on the assumption of independence does not appear appropriate for validating probabilities of default (PDs). The model underlying…
We wish to test whether a real-valued variable $Z$ has explanatory power, in addition to a multivariate variable $X$, for a binary variable $Y$. Thus, we are interested in testing the hypothesis $\mathbb{P}(Y=1\, | \, X,Z)=\mathbb{P}(Y=1\,…
This article explores the extension of well-known F1 score used for assessing the performance of binary classifiers. We propose the new metric using probabilistic interpretation of precision, recall, specificity, and negative predictive…
A central limit theorem for the integrated squared error of the directional-linear kernel density estimator is established. The result enables the construction and analysis of two testing procedures based on squared loss: a nonparametric…
We study a variation of Bayesian M-ary hypothesis testing in which the test outputs a list of L candidates out of the M possible upon processing the observation. We study the minimum error probability of list hypothesis testing, where an…
The reproducibility crisis has led to an increasing number of replication studies being conducted. Sample sizes for replication studies are often calculated using conditional power based on the effect estimate from the original study.…
In this letter, the optimality of the likelihood ratio test (LRT) is investigated for binary hypothesis testing problems in the presence of a behavioral decision-maker. By utilizing prospect theory, a behavioral decision-maker is modeled to…
A distributed binary hypothesis testing problem is studied with one observer and two decision centers. Achievable type-II error exponents are derived for testing against conditional independence when the observer communicates with the two…
The variational method is used to study the hard confinement of a two-particle quantum system in two potential models, the Cornell potential and the global potential, with Dirichlet-type boundary conditions at various cut-off radii. The…
We derive properties of powers of a function satisfying a second-order linear differential equation. In particular we prove that the n-th power of the function satisfies an (n+1)-th order differential equation and give a simple method for…
This paper presents a hypothesis testing method given independent samples from a number of connected populations. The method is motivated by a forestry project for monitoring change in the strength of lumber. Traditional practice has been…
The propositional logic is generalized on the real numbers field. the logical function with all properties of the classical probability function is obtained. The logical analog of the Bernoulli independent tests scheme is constructed. The…
In this article, we determine the multivariate multifractal Legendre spectra of shifted L{\'e}vy functions. This allows us to explore how the validity of the multivariate multifractal formalism depends on the shift parameter. This article…
We study the binary hypothesis testing problem where an adversary may potentially corrupt a fraction of the samples. The detector is, however, permitted to abstain from making a decision if (and only if) the adversary is present. We…
In this article, we investigate the bivariate multifractal analysis of pairs of Borel probability measures. We prove that, contrarily to what happens in the univariate case, the natural extension of the Legendre spectrum does not yield an…
Probability distribution theory helps in studying the impact of various dimensions in life while the Mittag-Leffler function and bicomplex are used in electromagnetism, quantum mechanics, and signal theory. Considering the importance of…
This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…
A generalized constitutive relation error is proposed in an analogous form to Fenchel-Young inequality on the basis of the key idea of Legendre-Fenchel duality theory. The generalized constitutive relation error is linked with the global…