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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…

Statistics Theory · Mathematics 2009-03-27 Serguei Dachian , Yury A. Kutoyants

In this paper we present a new characterization of Pareto distribution and consider goodness of fit tests based on it. We provide an integral and Kolmogorov- Smirnov type statistics based on U-statistics and we calculate Bahadur efficiency…

Statistics Theory · Mathematics 2015-12-31 Marko Obradović , Milan Jovanović , Bojana Milošević

Super-stability and strong stability are properties of a matching in the stable matching problem with ties. In this paper, we introduce a common generalization of super-stability and strong stability, which we call non-uniform stability.…

Computer Science and Game Theory · Computer Science 2024-08-30 Naoyuki Kamiyama

Classical tests are available for the two-sample test of correspondence of distribution functions. From these, the Kolmogorov-Smirnov test provides also the graphical interpretation of the test results, in different forms. Here, we propose…

Methodology · Statistics 2026-01-27 Konstantinos Konstantinou , Tomáš Mrkvička , Mari Myllymäki

This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…

Probability · Mathematics 2018-06-18 Kai Du , Jiakun Liu , Fu Zhang

We consider a quantum probe $P$ undergoing pure dephasing due to its interaction with a quantum system $S$. The dynamics of $P$ is then described by a well-defined sub-algebra of operators of $S,$ i.e. the "accessible" algebra on $S$ from…

Quantum Physics · Physics 2022-11-01 Fattah Sakuldee , Łukasz Cywiński

The two-sample Kolmogorov-Smirnov test is a widely used statistical test for detecting whether two samples are likely to come from the same distribution. Implementations typically recur on an article of Hodges from 1957. The advances in…

Computation · Statistics 2021-09-27 Thomas Viehmann

We introduce the notion of a probabilistic measure which takes values in hyperbolic numbers and which satisfies the system of axioms generalizing directly Kolmogorov's system of axioms. We show that this new measure verifies the usual…

Probability · Mathematics 2015-08-07 Daniel Alpay , Maria Elena Luna-Elizarrarás , Michael Shapiro

Given a finite-valued sample $X_1,...,X_n$ we wish to test whether it was generated by a stationary ergodic process belonging to a family $H_0$, or it was generated by a stationary ergodic process outside $H_0$. We require the Type I error…

Statistics Theory · Mathematics 2014-12-30 Daniil Ryabko

Symmetry plays a central role in the sciences, machine learning, and statistics. For situations in which data are known to obey a symmetry, a multitude of methods that exploit symmetry have been developed. Statistical tests for the presence…

Methodology · Statistics 2024-12-24 Kenny Chiu , Benjamin Bloem-Reddy

In recent years, Bayesian nonparametric statistics has gathered extraordinary attention. Nonetheless, a relatively little amount of work has been expended on Bayesian nonparametric hypothesis testing. In this paper, a novel Bayesian…

Statistics Theory · Mathematics 2015-05-08 Luai Al Labadi , Emad Masuadi , Mahmoud Zarepour

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Statistics Theory · Mathematics 2017-07-25 Abhik Ghosh , Ayanendranath Basu

We consider the goodness of fit testing problem for stochastic differential equation with small diffiusion coefficient. The basic hypothesis is always simple and it is described by the known trend coefficient. We propose several tests of…

Statistics Theory · Mathematics 2009-03-27 Yury A. Kutoyants

Hypothesis test plays a key role in uncertain statistics based on uncertain measure. This paper extends the parametric hypothesis of a single uncertain population to multiple cases, thereby addressing a broader range of scenarios. First, an…

Methodology · Statistics 2025-12-03 Fan Zhang , Zhiming Li

This paper is Part II of a two-part series on coexistence states study in stochastic generalized Kolmogorov systems under small diffusion. Part I provided a complete characterization for approximating invariant probability measures and…

Dynamical Systems · Mathematics 2024-07-16 Baoquan Zhou , Hao Wang , Tianxu Wang , Daqing Jiang

A selection of the relevant theorems of Probability Theory that comes directly from Kolmogorov's axioms, Set Theory basic results, definitions and rules of inference are listed and proven in a systematic approach, aiming the student who…

General Mathematics · Mathematics 2022-06-14 Diego J. Raposo

There has not been an established mathematical measure of evidence. Some Bayesians have argued that probability can be an objectively correct measure of ``rational degrees of belief,'' which we do not distinguish from evidence. However,…

Probability · Mathematics 2025-09-10 Christopher D. Fiorillo , Min Sheo Choi , Jaime Gomez-Ramirez

This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…

Applications · Statistics 2011-12-06 Timothy B. Armstrong

In the presence of weak overall correlation, it may be useful to investigate if the correlation is significantly and substantially more pronounced over a subpopulation. Two different testing procedures are compared. Both are based on the…

Machine Learning · Statistics 2015-04-22 Stephen Bamattre , Rex Hu , Joseph S. Verducci

We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic which belongs to U-statistic and derive its asymptotic distribution under the null hypothesis. We compare the…

Methodology · Statistics 2019-12-05 Hyejeong Choi , Johan Lim , Minjung Kwak , Seongoh Park