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We suggest a new approach to hypothesis testing for ergodic and stationary processes. In contrast to standard methods, the suggested approach gives a possibility to make tests, based on any lossless data compression method even if the…

Information Theory · Computer Science 2007-07-13 Boris Ryabko , Jaakko Astola

The large-sample properties of likelihood-based statistical inference under mixture models have received much attention from statisticians. Although the consistency of the nonparametric MLE is regarded as a standard conclusion, many…

Statistics Theory · Mathematics 2016-07-06 Jiahua Chen

We give a simple conceptual proof of the consistency of a test for multivariate uniformity in a bounded set $K \subset \mathbb{R}^d$ that is based on the maximal spacing generated by i.i.d. points $X_1, \ldots,X_n$ in $K$, i.e., the volume…

Statistics Theory · Mathematics 2017-08-31 Norbert Henze

It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…

Statistics Theory · Mathematics 2021-12-14 Chin-Yuan Hu , Gwo Dong Lin

We consider $N$-species nonautonomous competitive systems of partial differential equations of Kolmogorov type. Under the Neumann boundary conditions we give a sufficient condition for the system to be uniformly stable and globally…

Analysis of PDEs · Mathematics 2012-11-20 Joanna Balbus

We propose a list of conditions that consistency with thermodynamics imposes on linear and nonlinear generalizations of standard unitary quantum mechanics that assume a set of true quantum states without the restriction $\rho^2=\rho$ even…

Quantum Physics · Physics 2009-11-10 Gian Paolo Beretta

A mixture with varying concentrations is a modification of a finite mixture model in which the mixing probabilities (concentrations of mixture components) may be different for different observations. In the paper, we assume that the…

Probability · Mathematics 2015-03-19 Alexey Doronin , Rostyslav Maiboroda

We propose an alternative framework for quantifying coherence. The framework is based on a natural property of coherence, the additivity of coherence for subspace-independent states, which is described by an operation-independent equality…

Quantum Physics · Physics 2017-01-04 Xiao-Dong Yu , Da-Jian Zhang , G. F. Xu , D. M. Tong

In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…

Statistics Theory · Mathematics 2019-01-14 Anupam Kundu , Subir Kumar Bhandari

In this work, we study non-parametric hypothesis testing problem with distribution function constraints. The empirical likelihood ratio test has been widely used in testing problems with moment (in)equality constraints. However, some…

Statistics Theory · Mathematics 2016-05-03 Yingxi Liu , Ahmed Tewfik

The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…

Methodology · Statistics 2017-01-18 Hien D Nguyen , Geoffrey J McLachlan

Two new omnibus tests of uniformity for data on the hypersphere are proposed. The new test statistics exploit closed-form expressions for orthogonal polynomials, feature tuning parameters, and are related to a "smooth maximum" function and…

Methodology · Statistics 2024-05-14 Alberto Fernández-de-Marcos , Eduardo García-Portugués

A class of (1+2)-dimensional diffusion-convection equations (nonlinear Kolmogorov equations) with time-dependent coefficients is studied with Lie symmetry point of view. The complete group classification is achieved using a gauging of…

Mathematical Physics · Physics 2017-10-02 Olena Vaneeva , Yuri Karadzhov , Christodoulos Sophocleous

In this paper we investigate a quantity called conditional entropy of ordinal patterns, akin to the permutation entropy. The conditional entropy of ordinal patterns describes the average diversity of the ordinal patterns succeeding a given…

Chaotic Dynamics · Physics 2014-07-22 Anton M. Unakafov , Karsten Keller

Under correlation-type conditions, we derive an upper bound of order $(\log n)/n$ for the average Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. The result is based on improved…

Probability · Mathematics 2019-06-24 S. G. Bobkov , G. P. Chistyakov , F. Götze

Two new tests for exponentiality, of integral and Kolmogorov type, are proposed. They are based on a recent characterization and formed using appropriate V-statistics. Their asymptotic properties are examined and their local Bahadur…

Methodology · Statistics 2015-03-20 Bojana Milošević

A variety of statistics based on sample spacings has been studied in the literature for testing goodness-of-fit to parametric distributions. To test the goodness-of-fit to a nonparametric class of univariate shape-constrained densities,…

Statistics Theory · Mathematics 2024-10-28 Kwun Chuen Gary Chan , Hok Kan Ling , Chuan-Fa Tang , Sheung Chi Phillip Yam

Two-sample hypothesis testing for random graphs arises naturally in neuroscience, social networks, and machine learning. In this paper, we consider a semiparametric problem of two-sample hypothesis testing for a class of latent position…

Methodology · Statistics 2015-06-19 Minh Tang , Avanti Athreya , Daniel L. Sussman , Vince Lyzinski , Carey E. Priebe

In this paper we investigate a quantity called conditional entropy of ordinal patterns, akin to the permutation entropy. The conditional entropy of ordinal patterns describes the average diversity of the ordinal patterns succeeding a given…

Chaotic Dynamics · Physics 2015-03-10 Valentina A. Unakafova , Anton M. Unakafov , Karsten Keller

Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be…

Methodology · Statistics 2016-03-22 Jiaying Gu , Roger Koenker , Stanislav Volgushev
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