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We consider the goodness-of-fit testing problem of distinguishing whether the data are drawn from a specified distribution, versus a composite alternative separated from the null in the total variation metric. In the discrete case, we…

Statistics Theory · Mathematics 2017-07-03 Sivaraman Balakrishnan , Larry Wasserman

The complexity underlying real-world systems implies that standard statistical hypothesis testing methods may not be adequate for these peculiar applications. Specifically, we show that the likelihood-ratio test's null-distribution needs to…

Methodology · Statistics 2021-07-06 Giona Casiraghi

In multiple testing scenarios, typically the sign of a parameter is inferred when its estimate exceeds some significance threshold in absolute value. Typically, the significance threshold is chosen to control the experimentwise type I error…

Methodology · Statistics 2018-01-03 Chaoyu Yu , Peter D. Hoff

Using modifications of Lindeberg's interpolation technique, I propose a new identification-robust test for the structural parameter in a heteroskedastic instrumental variables model. While my analysis allows the number of instruments to be…

Econometrics · Economics 2024-12-17 Manu Navjeevan

The recent success of generative adversarial networks and variational learning suggests training a classifier network may work well in addressing the classical two-sample problem. Network-based tests have the computational advantage that…

Machine Learning · Statistics 2022-06-01 Xiuyuan Cheng , Alexander Cloninger

Because of the high cost of commercial genotyping chip technologies, many investigations have used a two-stage design for genome-wide association studies, using part of the sample for an initial discovery of ``promising'' SNPs at a less…

Consider the likelihood ratio test (LRT) statistics for the independence of sub-vectors from a $p$-variate normal random vector. We are devoted to deriving the limiting distributions of the LRT statistics based on a random sample of size…

Statistics Theory · Mathematics 2022-07-22 Mingyue Hu , Yongcheng Qi

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 present the results of a large number of simulation studies regarding the power of various goodness-of-fit as well as nonparametric two-sample tests for univariate data. This includes both continuous and discrete data. In general no…

Methodology · Statistics 2024-11-13 Wolfgang Rolke

Experimental comparisons of performance represent an important aspect of research on optimization algorithms. In this work we present a methodology for defining the required sample sizes for designing experiments with desired statistical…

Neural and Evolutionary Computing · Computer Science 2018-10-16 Felipe Campelo , Fernanda Takahashi

The double hypothesis test (DHT) is a test that allows controlling Type I (producer) and Type II (consumer) errors. It is possible to say whether the batch has a defect rate, p, between 1.5 and 2%, or between 2 and 5%, or between 5 and 10%,…

Starting from the characterization of extreme-value copulas based on max-stability, large-sample tests of extreme-value dependence for multivariate copulas are studied. The two key ingredients of the proposed tests are the empirical copula…

Methodology · Statistics 2011-05-12 Ivan Kojadinovic , Johan Segers , Jun Yan

We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< \epsilon, \delta <1$, we…

Data Structures and Algorithms · Computer Science 2020-09-15 Ilias Diakonikolas , Themis Gouleakis , Daniel M. Kane , John Peebles , Eric Price

Device-independent certification, also known as self-testing, aims at guaranteeing the proper functioning of untrusted and uncharacterized devices. For example, the quality of an unknown source expected to produce two-qubit maximally…

Quantum Physics · Physics 2022-04-08 Xavier Valcarce , Julian Zivy , Nicolas Sangouard , Pavel Sekatski

Statistical data is often analyzed as a contingency table, sometimes with empty cells called zeros. Such sparse tables can be due to scarse observations classified in numerous categories, as for example in genetic association studies. Thus,…

Statistics Theory · Mathematics 2010-07-28 Audrey Finkler

Statistical data is often analyzed as a contingency table, sometimes with empty cells called zeros. Such sparse tables can be due to scarse observations classified in numerous categories, as for example in genetic association studies. Thus,…

Statistics Theory · Mathematics 2010-07-28 Audrey Finkler

Pearson's Chi-square test is a widely used tool for analyzing categorical data, yet its statistical power has remained theoretically underexplored. Due to the difficulties in obtaining its power function in the usual manner, Cochran (1952)…

Methodology · Statistics 2024-09-24 Qingyang Zhang

Weighted histograms are used for the estimation of probability density functions. Computer simulation is the main domain of application of this type of histogram. A review of chi-square goodness of fit tests for weighted histograms is…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Nikolai Gagunashvili

Hierarchically-organized data arise naturally in many psychology and neuroscience studies. As the standard assumption of independent and identically distributed samples does not hold for such data, two important problems are to accurately…

Statistics Theory · Mathematics 2018-09-03 Irene Dowding , Stefan Haufe

We introduce a generalized formulation of mutual information (MI) based on the extended Bregman divergence, a framework that subsumes the generalized S-Bregman (GSB) divergence family. The GSB divergence unifies two important classes of…

Methodology · Statistics 2026-02-05 Arijit Pyne
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