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When comparing multiple groups in clinical trials, we are not only interested in whether there is a difference between any groups but rather the location. Such research questions lead to testing multiple individual hypotheses. To control…

In this paper new tests for the independence of two high-dimensional vectors are investigated. We consider the case where the dimension of the vectors increases with the sample size and propose multivariate analysis of variance-type…

Statistics Theory · Mathematics 2023-04-19 Taras Bodnar , Holger Dette , Nestor Parolya

In clinical trials studying paired parts of a subject with binary outcomes, it is expected to collect measurements bilaterally. However, there are cases where subjects contribute measurements for only one part. By utilizing combined data,…

Applications · Statistics 2024-03-06 Shuyi Liang , Kai-Tai Fang , Xin-Wei Huang , Yijing Xin , Chang-Xing Ma

Large-scale multiple testing problems require the simultaneous assessment of many p-values. This paper compares several methods to assess the evidence in multiple binomial counts of p-values: the maximum of the binomial counts after…

Methodology · Statistics 2014-02-26 Guenther Walther

We propose a method of testing the shift between mean vectors of two multivariate Gaussian random variables in a high-dimensional setting incorporating the possible dependency and allowing $p > n$. This method is a combination of two…

Methodology · Statistics 2019-12-24 Tzviel Frostig , Yoav Benjamini

We employ a general Monte Carlo method to test composite hypotheses of goodness-of-fit for several popular multivariate models that can accommodate both asymmetry and heavy tails. Specifically, we consider weighted L2-type tests based on a…

Methodology · Statistics 2023-03-09 Maicon J. Karling , Marc G. Genton , Simos G. Meintanis

We consider whether the asymptotic distributions for the log-likelihood ratio test statistic are expected to be Gaussian or chi-squared. Two straightforward examples provide insight on the difference.

Data Analysis, Statistics and Probability · Physics 2017-12-13 Louis Lyons

Test log-likelihood is commonly used to compare different models of the same data or different approximate inference algorithms for fitting the same probabilistic model. We present simple examples demonstrating how comparisons based on test…

Machine Learning · Statistics 2024-01-22 Sameer K. Deshpande , Soumya Ghosh , Tin D. Nguyen , Tamara Broderick

Max-mixture processes are defined as Z = max(aX, (1 -- a)Y) with X an asymptotic dependent (AD) process, Y an asymptotic independent (AI) process and a $\in$ [0, 1]. So that, the mixing coefficient a may reveal the strength of the AD part…

Statistics Theory · Mathematics 2017-12-11 Abdul-Fattah Abu-Awwad , Véronique Maume-Deschamps , Ribereau Pierre

Weighted logrank tests are a popular tool for analyzing right censored survival data from two independent samples. Each of these tests is optimal against a certain hazard alternative, for example the classical logrank test for proportional…

Statistics Theory · Mathematics 2018-07-17 Marc Ditzhaus , Sarah Friedrich

Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The…

Data Analysis, Statistics and Probability · Physics 2008-04-03 Frank C. Porter

A group of approaches for calculating forensic likelihood ratios first calculates scores which quantify the degree of difference or the degree of similarity between pairs of samples, then converts those scores to likelihood ratios. In order…

Applications · Statistics 2016-12-28 Geoffrey Stewart Morrison

In this paper, we propose a simple and easy-to-implement Bayesian hypothesis test for the presence of an association, described by Kendall's \tau coefficient, between two variables measured on at least an ordinal scale. Owing to the absence…

Methodology · Statistics 2022-09-09 Shen Zhang , Keying Ye , Min Wang

Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…

Methodology · Statistics 2024-08-12 Hao Chen , Jerome H. Friedman

We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…

Methodology · Statistics 2026-01-14 Alberto Bordino , Thomas B. Berrett

This paper considers the problem of testing the equality of two unspecified distributions. The classical omnibus tests such as the Kolmogorov-Smirnov and Cram\`er-von Mises are known to suffer from low power against essentially all but…

Statistics Theory · Mathematics 2015-09-15 Wen-Xin Zhou , Chao Zheng , Zhen Zhang

The bivariate Gaussian distribution has been a key model for many developments in statistics. However, many real-world phenomena generate data that follow asymmetric distributions, and consequently bivariate normal model is inappropriate in…

Methodology · Statistics 2022-12-08 Roberto Vila , Narayanaswamy Balakrishnan , Helton Saulo , Ana Protazio

Testing for independence between two random vectors is a fundamental problem in statistics. It is observed from empirical studies that many existing omnibus consistent tests may not work well for some strongly nonmonotonic and nonlinear…

Methodology · Statistics 2024-02-27 Kai Xu , Yeqing Zhou , Liping Zhu , Runze Li

Testing the equality of two proportions is a common procedure in science, especially in medicine and public health. In these domains it is crucial to be able to quantify evidence for the absence of a treatment effect. Bayesian hypothesis…

A general and relatively simple method for construction of multivariate goodness-of-fit tests is introduced. The proposed test is applied to elliptical distributions. The method is based on a characterization of probability distributions…

Methodology · Statistics 2022-06-22 Feifei Chen , M. Dolores Jiménez-Gamero , Simos Meintanis , Lixing Zhu
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