Related papers: Breaking hypothesis testing for failure rates
The score test statistic using the observed information is easy to compute numerically. Its large sample distribution under the null hypothesis is well known and is equivalent to that of the score test based on the expected information, the…
We analyze different types of simulations that applied researchers can use to assess whether their inference methods reliably control false-positive rates. We show that different assessments involve trade-offs, varying in the types of…
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…
The null hypothesis test (NHT) is widely used for validating scientific hypotheses but is actually highly criticized. Although Bayesian tests overcome several criticisms, some limits remain. We propose a Bayesian two-interval test (2IT) in…
Many experiments are concerned with the comparison of counts between treatment groups. Examples include the number of successful signups in conversion rate experiments, or the number of errors produced by software versions in canary…
We develop a new rank-based approach for univariate two-sample testing in the presence of missing data which makes no assumptions about the missingness mechanism. This approach is a theoretical extension of the Wilcoxon-Mann-Whitney test…
A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted…
The Fisher randomization test (FRT) is appropriate for any test statistic, under a sharp null hypothesis that can recover all missing potential outcomes. However, it is often sought after to test a weak null hypothesis that the treatment…
In this paper, we propose a simple yet effective method to deal with the violation of the Closed-World Assumption for a classifier. Previous works tend to apply a threshold either on the classification scores or the loss function to reject…
We study the general problem of testing whether an unknown distribution belongs to a specified family of distributions. More specifically, given a distribution family $\mathcal{P}$ and sample access to an unknown discrete distribution…
The robust Poisson method is becoming increasingly popular when estimating the association of exposures with a binary outcome. Unlike the logistic regression model, the robust Poisson method yields results that can be interpreted as risk or…
Least-squares fits are an important tool in many data analysis applications. In this paper, we review theoretical results, which are relevant for their application to data from counting experiments. Using a simple example, we illustrate the…
Considered here is a hypothesis test for the coefficients in the change-plane regression models to detect the existence of a change plane. The test that is considered is from the class of test problems in which some parameters are not…
We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test under the generalized Neyman-Pearson criterion. In outlier hypothesis testing, one is given multiple…
We establish the general equivalence between rare event process for arbitrary continuous functions whose maximal values are achieved on non-trivial sets, and the entry times distribution for arbitrary measure zero sets. We then use it to…
This study aims to evaluate the performance of power in the likelihood ratio test for changepoint detection by bootstrap sampling, and proposes a hypothesis test based on bootstrapped confidence interval lengths. Assuming i.i.d normally…
This article is divided into two chapters. The first chapter describes the failure rate as a KPI and studies its properties. The second one goes over ways to compare this KPI across two groups using the concepts of statistical hypothesis…
This study aims to predict failure times for some units in some lifetime experiments. In some practical situations, the experimenter may not be able to register the failure times of all units during the experiment. Recently, this situation…
This paper investigates the effect of quantization on the performance of the Neyman-Pearson test. It is assumed that a sensing unit observes samples of a correlated stationary ergodic multivariate process. Each sample is passed through an…
Bivariate count models having one marginal and the other conditionals being of the Poissons form are called pseudo-Poisson distributions. Such models have simple exible dependence structures, possess fast computation algorithms and generate…