Related papers: Exact Power of the Rank-Sum Test for a Continuous …
Parameter estimation in HEP experiments often involves Monte-Carlo simulation to model the experimental response function. A typical application are forward-folding likelihood analyses with re-weighting, or time-consuming minimization…
We derive adjusted signed likelihood ratio statistics for a general class of extreme value regression models. The adjustments reduce the error in the standard normal approximation to the distribution of the signed likelihood ratio…
Many scientific and engineering challenges -- ranging from pharmacokinetic drug dosage allocation and personalized medicine to marketing mix (4Ps) recommendations -- require an understanding of the unobserved heterogeneity in order to…
For randomized controlled trials to be conclusive, it is important to set the target sample size accurately at the design stage. Comparing two normal populations, the sample size calculation requires specification of the variance other than…
In this work, based on a realization of an inhomogeneous Poisson process whose intensity function depends on a real unknown parameter, we consider a simple hypothesis against a sequence of close (contiguous) alternatives. Under certain…
As a convention, p-value is often computed in frequentist hypothesis testing and compared with the nominal significance level of 0.05 to determine whether or not to reject the null hypothesis. The smaller the p-value, the more significant…
Ramanujacharyulu's (1964) Power-Weakness Ratio (PWR) measures impact by recursively multiplying the citation matrix by itself until convergence is reached in both the cited and citing dimensions; the quotient of these values is defined as…
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…
The existence of immune or cured individuals in a population and whether there is sufficient followup in a sample of censored observations on their lifetimes to be confident of their presence are questions of major importance in medical…
We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that…
Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…
We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…
Random walks are frequently used as a model for very diverse physical phenomena. The Monte Carlo method is a versatile tool for the study of the properties of systems modelled as random walks. Often, each walker is associated with a…
This paper illustrates how to calculate the power of a statistical test by computer simulation. It provides R code for power simulations of several classical inference procedures including one- and two-sample t tests, chi-squared tests,…
Contemporary testing problems in statistics are increasingly complex, i.e., high-dimensional. Tests based on the $2$- and $\infty$-norm have received considerable attention in such settings, as they are powerful against dense and sparse…
Compound Poisson distributions have been employed by many authors to fit experimental data, typically via the method of moments or maximum likelihood estimation. We propose a new technique and apply it to several sets of published data. It…
A noniterative sample size procedure is proposed for a general hypothesis test based on the t distribution by modifying and extending Guenther's (1981) approach for the one sample and two sample t tests. The generalized procedure is…
We investigate in this paper an alternative method to simulation based recursive importance sampling procedure to estimate the optimal change of measure for Monte Carlo simulations. We propose an algorithm which combines (vector and…
In the paper, we suggest three tests on the validity of a factor model which can be applied for both small dimensional and large dimensional data. Both the exact and asymptotic distributions of the resulting test statistics are derived…
Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space--time. Consistency and asymptotic normality of…