Related papers: Test statistics and p-values

Frequentist inference typically is described in terms of hypothetical repeated sampling but there are advantages to an interpretation that uses a single random sample. Contemporary examples are given that indicate probabilities for random…

We describe a statistical hypothesis test for the presence of a signal. The test allows the researcher to fix the signal location and/or width a priori, or perform a search to find the signal region that maximizes the signal. The background…

Statistical machine learning theory often tries to give generalization guarantees of machine learning models. Those models naturally underlie some fluctuation, as they are based on a data sample. If we were unlucky, and gathered a sample…

In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…

We study p-adic counterparts of stable distributions, that is limit distributions for sequences of normalized sums of independent identically distributed p-adic-valued random variables. In contrast to the classical case, non-degenerate…

We generalize classical statistical mechanics to describe the kinematics and the dynamics of systems whose variables are constrained by a single quantum postulate (discreteness of the spectrum of values of at least one variable of the…

We analyze the notion that physical theories are quantitative and testable by observations in experiments. This leads us to propose a new, Bayesian, interpretation of probabilities in physics that unifies their current use in classical…

We show that external randomization may enforce the convergence of test statistics to their limiting distributions in particular cases. This results in a sharper inference. Our approach is based on a central limit theorem for weighted sums.…

Null Hypothesis Statistical Testing is a dominant framework for conducting statistical analysis across the sciences. There remains considerable debate as to whether, and under what circumstances, evidence can be said to be confirmatory of a…

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…

In a recent opinion article, Muff et al. recapitulate well-known objections to the Neyman-Pearson Null-Hypothesis Significance Testing (NHST) framework and call for reforming our practices in statistical reporting. We agree with them on…

An empirical power comparison is made between two tests based on the empirical characteristic function and some of the best performing tests for normality. A simple normality test based on the empirical characteristic function calculated in…

We present a simple theoretical framework, and corresponding practical procedures, for comparing probabilistic models on real data in a traditional machine learning setting. This framework is based on the theory of proper scoring rules, but…

When estimating an effect of an action with a randomized or observational study, that study is often not a random sample of the desired target population. Instead, estimates from that study can be transported to the target population.…

Given the well-known and fundamental problems with hypothesis testing via classical (point-form) significance tests, there has been a general move to alternative approaches, often focused on the Bayesian t-test. We show that the Bayesian…

The study of associations and their causal explanations is a central research activity whose methodology varies tremendously across fields. Even within specialized subfields, comparisons across textbooks and journals reveals that the basics…

Standard inference about a scalar parameter estimated via GMM amounts to applying a t-test to a particular set of observations. If the number of observations is not very large, then moderately heavy tails can lead to poor behavior of the…

Selection, the tendency of some traits to become more frequent than others in a population under the influence of some (natural or artificial) agency, is a key component of Darwinian evolution and countless other natural and social…

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…

We carry out a systematic study of a natural covering problem, used for identification across several areas, in the realm of parameterized complexity. In the {\sc Test Cover} problem we are given a set $[n]=\{1,...,n\}$ of items together…