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$P$-values that are derived from continuously distributed test statistics are typically uniformly distributed on $(0,1)$ under least favorable parameter configurations (LFCs) in the null hypothesis. Conservativeness of a $p$-value $P$…

Methodology · Statistics 2023-03-13 Daniel Ochieng , Anh-Tuan Hoang , Thorsten Dickhaus

Machine learning (ML) models show strong promise for new biomedical prediction tasks, but concerns about trustworthiness have hindered their clinical adoption. In particular, it is often unclear whether a model relies on true clinical cues…

Machine Learning · Computer Science 2026-01-13 Dushan N. Wadduwage , Dineth Jayakody , Leonidas Zimianitis

Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…

Statistics Theory · Mathematics 2007-11-06 Joseph P. Romano , Michael Wolf

We put forward a novel calibration of p values, the "Adaptive Robust Lower Bound" (ARLB) which maps p values into approximations of posterior probabilities taking into account the effect of sample sizes. We build on the Robust Lower Bound…

Methodology · Statistics 2017-11-17 Luis R. Pericchi , Maria-Eglee Perez

We study a large-scale one-sided multiple testing problem in which test statistics follow normal distributions with unit variance, and the goal is to identify signals with positive mean effects. A conventional approach is to compute…

Methodology · Statistics 2026-05-15 Kwangok Seo , Johan Lim , Hyungwon Choi , Jaesik Jeong

Medical research institutions have generated massive amounts of biological data by genetically profiling hundreds of cancer cell lines. In parallel, academic biology labs have conducted genetic screens on small numbers of cancer cell lines…

Applications · Statistics 2020-04-20 Jordan G. Bryan , Peter D. Hoff

Predicting with missing inputs challenges even parametric models, as parameter estimation alone is insufficient for prediction on incomplete data. While several works study prediction in linear models, we focus on logistic models, where…

Machine Learning · Statistics 2026-02-03 Christophe Muller , Erwan Scornet , Julie Josse

Modern social and biomedical scientific publications require the reporting of covariate balance tables with not only covariate means by treatment group but also the associated $p$-values from significance tests of their differences. The…

Methodology · Statistics 2023-06-06 Anqi Zhao , Peng Ding

Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

Randomization inference is a widely-used and appealing approach for analyzing treatment effects in randomized experiments, as it is finite-sample valid and does not require any distributional assumptions. However, naive application of…

Econometrics · Economics 2026-05-12 Xinran Li , Peizan Sheng , Zeyang Yu

Large-scale randomized experiments, sometimes called A/B tests, are increasingly prevalent in many industries. Though such experiments are often analyzed via frequentist $t$-tests, arguably such analyses are deficient: $p$-values are hard…

Methodology · Statistics 2020-03-27 F. Richard Guo , James McQueen , Thomas S. Richardson

The classical theory for the meta-analysis of $p$-values is based on the assumption that if the overall null hypothesis is true, then all $p$-values used in a chosen combined test statistic are genuine, i.e., are observations from…

Computation · Statistics 2024-10-08 Rui Santos , M. Fátima Brilhante , Sandra Mendonça

The following zero-sum game between nature and a statistician blends Bayesian methods with frequentist methods such as p-values and confidence intervals. Nature chooses a posterior distribution consistent with a set of possible priors. At…

Methodology · Statistics 2011-07-19 David R. Bickel

Permutation tests are widely used for statistical hypothesis testing when the sampling distribution of the test statistic under the null hypothesis is analytically intractable or unreliable due to finite sample sizes. One critical challenge…

Computation · Statistics 2023-08-29 Yang Shi , Huining Kang , Ji-Hyun Lee , Hui Jiang

Testing composite null hypotheses arises in various applications, such as mediation and replicability analyses. The problem becomes more challenging in high-throughput experiments where tens of thousands of features are examined…

Methodology · Statistics 2025-04-29 Pengfei Lyu , Xianyang Zhang , Hongyuan Cao

We address a common problem in large-scale data analysis, and especially the field of genetics, the huge-scale testing problem, where millions to billions of hypotheses are tested together creating a computational challenge to perform…

Methodology · Statistics 2015-01-22 Vered Madar , Sandra Batista

We present a new robust bootstrap method for a test when there is a nuisance parameter under the alternative, and some parameters are possibly weakly or non-identified. We focus on a Bierens (1990)-type conditional moment test of omitted…

Statistics Theory · Mathematics 2020-03-27 Jonathan B. Hill

This article develops $p$-values for evaluating means of normal populations that make use of indirect or prior information. A $p$-value of this type is based on a biased test statistic that is optimal on average with respect to a…

Methodology · Statistics 2019-12-12 Peter D. Hoff

We study the properties of several likelihood-based statistics commonly used in testing for the presence of a known signal under a mixture model with known background, but unknown signal fraction. Under the null hypothesis of no signal, all…

Data Analysis, Statistics and Probability · Physics 2018-12-26 Igor Volobouev , A. Alexandre Trindade

Hypothesis tests calibrated by (re)sampling methods (such as permutation, rank and bootstrap tests) are useful tools for statistical analysis, at the computational cost of requiring Monte-Carlo sampling for calibration. It is common and…

Methodology · Statistics 2024-09-30 Ivo V. Stoepker , Rui M. Castro