Related papers: On a test of normality based on the empirical mome…
We establish an ordinary as well as a logarithmical convexity of the Moment Generating Function (MGF) for the centered random variable and vector (r.v.) satisfying the Kramer's condition. Our considerations are based on the theory of the…
The past entropy is considered as an uncertainty measure for the past lifetime distribution. Generating function approach to entropy become popular in recent time as it generate several well-known entropy measures. In this paper, we…
Identification-robust hypothesis tests are commonly based on the continuous updating GMM objective function. When the number of moment conditions grows proportionally with the sample size, the large-dimensional weighting matrix prohibits…
In this paper, I construct a new test of conditional moment inequalities, which is based on studentized kernel estimates of moment functions with many different values of the bandwidth parameter. The test automatically adapts to the unknown…
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…
For binary experimental data, we discuss randomization-based inferential procedures that do not need to invoke any modeling assumptions. We also introduce methods for likelihood and Bayesian inference based solely on the physical…
Despite their importance in supporting experimental conclusions, standard statistical tests are often inadequate for research areas, like the life sciences, where the typical sample size is small and the test assumptions difficult to…
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…
In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…
Given a finite-valued sample $X_1,...,X_n$ we wish to test whether it was generated by a stationary ergodic process belonging to a family $H_0$, or it was generated by a stationary ergodic process outside $H_0$. We require the Type I error…
A method is introduced for the verification of nonclassicality in terms of moments of nonclassicality quasiprobability distributions. The latter are easily obtained from experimental data and will be denoted as nonclassicality moments.…
In this paper, we present some double inequalities involving certain ratios of the Gamma function. These results are further generalizations of several previous results. The approach is based on the monotonicity properties of some functions…
In this paper we test the composite hypothesis that lifetimes follow an exponential distribution based on observed randomly right censored data. Testing this hypothesis is complicated by the presence of this censoring, due to the fact that…
We present a randomization-based inferential framework for experiments characterized by a strongly ignorable assignment mechanism where units have independent probabilities of receiving treatment. Previous works on randomization tests often…
This study focuses on the problem of testing for normality of innovations in stationary time series models.To achieve this, we introduce an information matrix (IM) based test. While the IM test was originally developed to test for model…
Lack-of-fit testing of a regression model with Berkson measurement error has not been discussed in the literature to date. To fill this void, we propose a class of tests based on minimized integrated square distances between a nonparametric…
We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…
The author uses a Stein-type covariance identity to obtain moment estimators for the parameters of the quadratic polynomial subfamily of Pearson distributions. The asymptotic distribution of the estimators is obtained, and normality and…
Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…
In this paper we deal with the problem of testing for the quality of $k$ probability distributions. We introduce a generalization of the maximum mean discrepancy that permits to characterize the null hypothesis. Then, an estimator of it is…