Related papers: Exact Power of the Rank-Sum Test for a Continuous …
Hypothesis testing in contingency tables is usually based on asymptotic results, thereby restricting its proper use to large samples. To study these tests in small samples, we consider the likelihood ratio test and define an accurate index,…
Large deviation theory has provided important clues for the choice of importance sampling measures for Monte Carlo evaluation of exceedance probabilities. However, Glasserman and Wang [Ann. Appl. Probab. 7 (1997) 731--746] have given…
Empowerment quantifies the influence an agent has on its environment. This is formally achieved by the maximum of the expected KL-divergence between the distribution of the successor state conditioned on a specific action and a distribution…
Two-stage randomized experiments are becoming an increasingly popular experimental design for causal inference when the outcome of one unit may be affected by the treatment assignments of other units in the same cluster. In this paper, we…
Standard tests of the "no-treatment-effect" hypothesis for a comparative experiment include permutation tests, the Wilcoxon rank sum test, two-sample $t$ tests, and Fisher-type randomization tests. Practitioners are aware that these…
We consider the problem of testing mutual independence among the components of a high-dimensional random vector. Building on the rank-based max-sum framework, we introduce fixed finite-$L_q$ power-sum statistics under three general classes…
Sums of of 1-dependent integer-valued random variables are approximated by compound Poisson, negative binomial and Binomial distributions and signed compound Poisson measures. Estimates are obtained for total variation and local metrics.…
While there appears to be a general consensus in the literature on the definition of the estimand and estimator associated with the Wilcoxon-Mann-Whitney test, it seems somewhat less clear as to how best to estimate the variance. In…
The logical and practical difficulties associated with research interpretation using P values and null hypothesis significance testing have been extensively documented. This paper describes an alternative, likelihood-based approach to…
Sample size calculations can be challenging with skewed continuous outcomes in randomized controlled trials (RCTs). Standard t-test-based calculations may require data transformation, which may be difficult before data collection.…
Ranking populations such as institutions based on certain characteristics is often of interest, and these ranks are typically estimated using samples drawn from the populations. Due to sample randomness, it is important to quantify the…
The propensity score analysis is one of the most widely used methods for studying the causal treatment effect in observational studies. This paper studies treatment effect estimation with the method of matching weights. This method…
We study two nonparametric tests of the hypothesis that a sequence of independent observations is identically distributed against the alternative that at a single change point the distribution changes. The tests are based on the Cramer-von…
Distribution-free tests such as the Wilcoxon rank sum test are popular for testing the equality of two univariate distributions. Among the important reasons for their popularity are the striking results of Hodges-Lehmann (1956) and…
This paper considers the problem of testing many moment inequalities, where the number of moment inequalities ($p$) is possibly larger than the sample size ($n$). Chernozhukov et al. (2019) proposed asymptotic tests for this problem using…
We investigate the R\'enyi entropy of independent sums of integer valued random variables through Fourier theoretic means, and give sharp comparisons between the variance and the R\'enyi entropy, for Poisson-Bernoulli variables. As…
In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…
A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…
This paper considers the problem of testing the equality of two unspecified distributions. The classical omnibus tests such as the Kolmogorov-Smirnov and Cram\`er-von Mises are known to suffer from low power against essentially all but…
Determining the relevant spatial covariates is one of the most important problems in the analysis of point patterns. Parametric methods may lead to incorrect conclusions, especially when the model of interactions between points is wrong.…