Related papers: Breaking hypothesis testing for failure rates
We consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of the Score Function test,…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…
Much of science is (rightly or wrongly) driven by hypothesis testing. Even in situations where the hypothesis testing paradigm is correct, the common practice of basing inferences solely on p-values has been under intense criticism for over…
An unbinned statistical test on cluster-like deviations from Poisson processes for point process data is introduced, presented in the context of time variability analysis of astrophysical sources in count rate experiments. The measure of…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…
A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…
We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of different tests when…
The bivariate Poisson distribution is commonly used to model bivariate count data. In this paper we study a goodness-of-fit test for this distribution. We also provide a review of the existing tests for the bivariate Poisson distribution,…
Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…
Since its introduction in 1950, Fisher's dispersion test has become a standard means of deciding whether or not count data follow the Poisson distribution. The test is based on a characteristic property of the Poisson distribution, and…
We study a distributed hypothesis testing setup where peripheral nodes send quantized data to the fusion center in a memoryless fashion. The \emph{expected} number of bits sent by each node under the null hypothesis is kept limited. We…
Poisson random effect models with a shared random effect have been widely used in actuarial science for analyzing the number of claims. In particular, the random effect is a key factor in a posteriori risk classification. However, the…
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%,…
The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called the rate. Instead of a single value for this rate, we here…
In this paper we revisit the binary hypothesis testing problem with one-sided compression. Specifically we assume that the distribution in the null hypothesis is a mixture distribution of iid components. The distribution under the…
In this paper, after a discussion of general properties of statistical tests, we present the construction of the most powerful hypothesis test for determining the existence of a new phenomenon in counting-type experiments where the observed…
The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…
Consider the problem where a statistician in a two-node system receives rate-limited information from a transmitter about marginal observations of a memoryless process generated from two possible distributions. Using its own observations,…
Traditional hypothesis tests for differences between binomial proportions are at risk of being too liberal (Wald test) or overly conservative (Fisher's exact test). This problem is exacerbated in small samples. Regulators favour exact…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…