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We discuss several tests for whether a given set of independent and identically distributed (i.i.d.) draws does not come from a specified probability density function. The most commonly used are Kolmogorov-Smirnov tests, particularly…

Methodology · Statistics 2015-05-18 Mark Tygert

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

This article describes a methodology for fitting experimental data to the discrete power-law distribution and provides the results of a detailed simulation exercise used to calculate accurate cutoff values used to assess the fit to a…

Computation · Statistics 2013-05-30 Efstratios Rappos , Stephan Robert

The multitime probability distributions obtained by repeatedly probing a quantum system via the measurement of an observable generally violate Kolmogorov's consistency property. Therefore, one cannot interpret such distributions as the…

We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic which belongs to U-statistic and derive its asymptotic distribution under the null hypothesis. We compare the…

Methodology · Statistics 2019-12-05 Hyejeong Choi , Johan Lim , Minjung Kwak , Seongoh Park

We consider the problem of testing significance of predictors in multivariate nonparametric quantile regression. A stochastic process is proposed, which is based on a comparison of the responses with a nonparametric quantile regression…

Methodology · Statistics 2012-06-15 Stanislav Volgushev , Melanie Birke , Holger Dette , Natalie Neumeyer

We analyze control of the familywise error rate (FWER) in a multiple testing scenario with a great many null hypotheses about the distribution of a high-dimensional random variable among which only a very small fraction are false, or…

Methodology · Statistics 2015-09-15 Kamel Lahouel , Donald Geman , Laurent Younes

We study the problem of active nonparametric sequential two-sample testing over multiple heterogeneous data sources. In each time slot, a decision-maker adaptively selects one of $K$ data sources and receives a paired sample generated from…

Statistics Theory · Mathematics 2025-12-30 Chia-Yu Hsu , Shubhanshu Shekhar

Quantifying the similarity of two or more datasets has widespread applications in statistics and machine learning. The method choice is, however, difficult due to the abundance of proposed methods and the lack of neutral comparison studies,…

Methodology · Statistics 2026-04-14 Marieke Stolte , Jörg Rahnenführer , Andrea Bommert

We consider the identity testing problem - or goodness-of-fit testing problem - in multivariate binomial families, multivariate Poisson families and multinomial distributions. Given a known distribution $p$ and $n$ iid samples drawn from an…

Statistics Theory · Mathematics 2022-04-26 J. Chhor , A. Carpentier

We propose a new and rather stringent criterion for testing the goodness of fit between a theory and experiment. It is motivated by the paradox that the criterion on \chi^2 for testing a theory is much weaker than the criterion for finding…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. C. Collins , J. Pumplin

A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted…

Statistics Theory · Mathematics 2024-06-11 Antonio Di Noia , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

Many psychologists do not realize that exploratory use of the popular multiway analysis of variance (ANOVA) harbors a multiple comparison problem. In the case of two factors, three separate null hypotheses are subject to test (i.e., two…

In confirmatory clinical trials with small sample sizes, hypothesis tests based on asymptotic distributions are often not valid and exact non-parametric procedures are applied instead. However, the latter are based on discrete test…

Methodology · Statistics 2018-02-22 Robin Ristl , Dong Xi , Ekkehard Glimm , Martin Posch

We address the problem of non-parametric multiple model comparison: given $l$ candidate models, decide whether each candidate is as good as the best one(s) or worse than it. We propose two statistical tests, each controlling a different…

Machine Learning · Computer Science 2019-10-29 Jen Ning Lim , Makoto Yamada , Bernhard Schölkopf , Wittawat Jitkrittum

Given observations from a positive random variable contaminated by multiplicative measurement error, we consider a nonparametric goodness-of-fit testing task for its unknown density in a non-asymptotic framework. We propose a testing…

Statistics Theory · Mathematics 2025-12-02 Jan Johannes , Bianca Neubert

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

Methodology · Statistics 2016-09-06 Yi-Hui Zhou

A classical approach for dealing with the multiple testing problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of at least one false rejection. In many applications, one might be…

Statistics Theory · Mathematics 2008-10-29 Wenge Guo , M. Bhaskara Rao

Functional data analysis is becoming increasingly popular to study data from real-valued random functions. Nevertheless, there is a lack of multiple testing procedures for such data. These are particularly important in factorial designs to…

Methodology · Statistics 2024-06-04 Merle Munko , Marc Ditzhaus , Markus Pauly , Łukasz Smaga

We study the fundamental problems of (i) uniformity testing of a discrete distribution, and (ii) closeness testing between two discrete distributions with bounded $\ell_2$-norm. These problems have been extensively studied in distribution…

Data Structures and Algorithms · Computer Science 2016-11-14 Ilias Diakonikolas , Themis Gouleakis , John Peebles , Eric Price
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