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When conducting large scale inference, such as genome-wide association studies or image analysis, nominal $p$-values are often adjusted to improve control over the family-wise error rate (FWER). When the majority of tests are null,…

Methodology · Statistics 2017-07-20 Sarah Fletcher Mercaldo , Jeffrey D. Blume

In this article, we study the hypothesis testing of the blip / net effects of treatments in a treatment sequence. We illustrate that the likelihood ratio test and the score test may suffer from the curse of dimensionality, the null paradox…

Methodology · Statistics 2020-02-04 Xiaoqin Wang , Li Yin

When presenting forensic evidence, such as a DNA match, experts often use the Likelihood ratio (LR) to explain the impact of evidence . The LR measures the probative value of the evidence with respect to a single hypothesis such as 'DNA…

Applications · Statistics 2021-06-11 Norman Fenton , Martin Neil

Genetic investigations often involve the testing of vast numbers of related hypotheses simultaneously. To control the overall error rate, a substantial penalty is required, making it difficult to detect signals of moderate strength. To…

Methodology · Statistics 2010-10-25 Kathryn Roeder , Larry Wasserman

We introduce the notion of p*-values (p*-variables), which generalizes p-values (p-variables) in several senses. The new notion has four natural interpretations: operational, probabilistic, Bayesian, and frequentist. A main example of a…

Statistics Theory · Mathematics 2022-02-24 Ruodu Wang

Statistical significance testing is widely accepted as a means to assess how well a difference in effectiveness reflects an actual difference between systems, as opposed to random noise because of the selection of topics. According to…

Information Retrieval · Computer Science 2019-06-07 Julián Urbano , Harlley Lima , Alan Hanjalic

We discuss systematically two versions of confidence regions: those based on p-values and those based on e-values, a recent alternative to p-values. Both versions can be applied to multiple hypothesis testing, and in this paper we are…

Statistics Theory · Mathematics 2024-03-05 Vladimir Vovk , Ruodu Wang

Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…

Statistics Theory · Mathematics 2008-07-17 Konstantinos Fokianos

In the recent advances of natural language processing, the scale of the state-of-the-art models and datasets is usually extensive, which challenges the application of sample-based explanation methods in many aspects, such as explanation…

Computation and Language · Computer Science 2021-06-10 Wei Zhang , Ziming Huang , Yada Zhu , Guangnan Ye , Xiaodong Cui , Fan Zhang

Imagine that you could calculate of posttest probabilities, i.e. Bayes theorem with simple addition. This is possible if we stop thinking of probabilities as ranging from 0 to 1.0. There is a naturally occurring linear probability space…

Other Statistics · Statistics 2019-04-03 Christopher M Rembold

Propensity score weighting is an important tool for comparative effectiveness research.Besides the inverse probability of treatment weights (IPW), recent development has introduced a general class of balancing weights, corresponding to…

Methodology · Statistics 2022-09-05 Tianhui Zhou , Guangyu Tong , Fan Li , Laine E. Thomas , Fan Li

Persistent homology is a vital tool for topological data analysis. Previous work has developed some statistical estimators for characteristics of collections of persistence diagrams. However, tools that provide statistical inference for…

Applications · Statistics 2016-02-23 Andrew Robinson , Katharine Turner

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

We theoretically analyze the problem of testing for $p$-hacking based on distributions of $p$-values across multiple studies. We provide general results for when such distributions have testable restrictions (are non-increasing) under the…

Econometrics · Economics 2022-05-13 Graham Elliott , Nikolay Kudrin , Kaspar Wuthrich

We present the expected values from p-value hacking as a choice of the minimum p-value among $m$ independents tests, which can be considerably lower than the "true" p-value, even with a single trial, owing to the extreme skewness of the…

Applications · Statistics 2018-01-29 Nassim Nicholas Taleb

In many settings, robust data analysis involves computational methods for uncertainty quantification and statistical inference. To design frequentist studies that leverage robust analysis methods, suitable sample sizes to achieve desired…

Methodology · Statistics 2025-12-19 Luke Hagar , Andrew J. Martin

How should we evaluate the effect of a policy on the likelihood of an undesirable event, such as conflict? The significance test has three limitations. First, relying on statistical significance misses the fact that uncertainty is a…

Methodology · Statistics 2022-05-03 Akisato Suzuki

Despite its importance to experimental design, statistical power (the probability that, given a real effect, an experiment will reject the null hypothesis) has largely been ignored by the NLP community. Underpowered experiments make it more…

Computation and Language · Computer Science 2020-10-15 Dallas Card , Peter Henderson , Urvashi Khandelwal , Robin Jia , Kyle Mahowald , Dan Jurafsky

The most popular multiple testing procedures are stepwise procedures based on $P$-values for individual test statistics. Included among these are the false discovery rate (FDR) controlling procedures of Benjamini--Hochberg [J. Roy. Statist.…

Statistics Theory · Mathematics 2009-06-18 Arthur Cohen , Harold B. Sackrowitz , Minya Xu

In subgroup analysis, testing the existence of a subgroup with a differential treatment effect serves as protection against spurious subgroup discovery. Despite its importance, this hypothesis testing possesses a complicated nature:…

Statistics Theory · Mathematics 2025-03-21 Shota Takeishi