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Often it is not easy to choose between estimators, based on the estimated MSE and bias using simulation studies. Normality in small samples and a variance of the estimator, which is correct and easy to calculate using a single sample, give…

Applications · Statistics 2018-11-06 J. Martin van Zyl

Sequential tests and their implied confidence sequences, which are valid at arbitrary stopping times, promise flexible statistical inference and on-the-fly decision making. However, strong guarantees are limited to parametric sequential…

Methodology · Statistics 2024-03-12 Aurelien Bibaut , Nathan Kallus , Michael Lindon

Causal inference is the goal of randomized trials and many observational studies. The first step in a formal causal inference framework is to define the causal estimand, and in both types of study this can be intuitively defined as the…

Methodology · Statistics 2025-09-09 Margarita Moreno-Betancur , Rushani Wijesuriya , John B. Carlin

We consider asymptotic normality of linear rank statistics under various randomization rules met in clinical trials and designed for patients' allocation into treatment and placebo arms. Exposition relies on some general limit theorem due…

Statistics Theory · Mathematics 2018-09-25 Viktor Skorniakov

Random effects meta-analysis is a widely applied methodology to synthetize research findings of studies in a specific scientific question. Besides estimating the mean effect, an important aim of the meta-analysis is to summarize the…

Applications · Statistics 2026-01-28 Peter Matrai , Tamas Koi , Zoltan Sipos , Nelli Farkas

Meta-analysis involves combining summary information for related but independent studies. It uses different relationship to combine position measure as well as dispersion measures. The objective of this study is to discuss a relationship…

Methodology · Statistics 2012-02-07 Jose Fausto de Morais

Likelihood methods for measuring statistical evidence obey the likelihood principle while maintaining bounded and well-controlled frequency properties. These methods lend themselves to sequential study designs because they measure the…

Methodology · Statistics 2017-11-07 Jeffrey D Blume , Leena Choi

We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…

Methodology · Statistics 2016-07-14 Hajo Holzmann , Bernhard Klar

Group sequential designs enable interim analyses and potential early stopping for efficacy or futility. While these adaptations improve trial efficiency and ethical considerations, they also introduce bias into the adapted analyses. We…

Methodology · Statistics 2025-10-07 G. Caruso , W. F. Rosenberger , P. Mozgunov , N. Flournoy

Financial statement auditing is conducted under a risk-based evidence approach to obtain reasonable assurance. In practice, auditors often perform additional sampling or related procedures when an initial sample does not provide a…

Statistical Finance · Quantitative Finance 2026-04-08 Masahiro Kato , Kei Nakagawa

As the COVID-19 pandemic progresses, researchers are reporting findings of randomized trials comparing standard care with care augmented by experimental drugs. The trials have small sample sizes, so estimates of treatment effects are…

Econometrics · Economics 2020-06-02 Charles F. Manski , Aleksey Tetenov

Widely used methods and software for group sequential tests of a null hypothesis of no treatment difference that allow for early stopping of a clinical trial depend primarily on the fact that sequentially-computed test statistics have the…

Methodology · Statistics 2025-06-19 Anastasios A. Tsiatis , Marie Davidian

Statistical methodology plays a crucial role in drug regulation. Decisions by the FDA or EMA are typically made based on multiple primary studies testing the same medical product, where the two-trials rule is the standard requirement,…

Methodology · Statistics 2022-11-08 Leonhard Held

Sample size determination is crucial in experimental design, especially in traffic and transport research. Frequentist statistics require a fixed sample size determined by power analysis, which cannot be adjusted once the experiment starts.…

Methodology · Statistics 2025-03-04 Xiaomi Yang , Carol Flannagan , Jonas Bärgman

The sample median is often used in statistical analyses of physical or astronomical data wherein a central value must be found from samples polluted by elements which do not belong to the population of interest or when the underlying…

Data Analysis, Statistics and Probability · Physics 2008-04-04 Jean-Michel Levy

Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…

Methodology · Statistics 2024-05-24 Sam A. Whitaker , Andrew Golightly , Colin S. Gillespie , Theodore Kypraios

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…

Methodology · Statistics 2023-04-21 Yiming Xing , Georgios Fellouris

Informative interim adaptations lead to random sample sizes. The random sample size becomes a component of the sufficient statistic and estimation based solely on observed samples or on the likelihood function does not use all available…

Methodology · Statistics 2022-10-25 Sergey Tarima , Nancy Flournoy

Consider a setup in which a decision maker is informed about the population by a finite sample and based on that sample has to decide whether or not to apply a certain treatment. We work out finite sample minimax regret treatment rules…

Econometrics · Economics 2026-01-08 Patrik Guggenberger , Nihal Mehta , Nikita Pavlov
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