Related papers: A New ECDF Two-Sample Test Statistic
In this study an attempt has been made to propose a way to develop new distribution. For this purpose, we need only idea about distribution function. Some important statistical properties of the new distribution like moments, cumulants,…
We propose a nonparametric estimator of the empirical distribution function (EDF) of the latent spot variance of the log-price of a financial asset. We show that over a fixed time span our realized EDF (or REDF) -- inferred from noisy…
A novel nonparametric test for the equality of the covariance matrices of two Gaussian stationary processes, possibly of different lengths, is proposed. The test translates to testing the equality of two spectral densities and is shown to…
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…
Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…
Empirical distribution functions (EDFs) based on ranked set sampling (RSS) and its modifications have been examined by many authors. In these studies, the proposed estimators have been investigated for infinite population setting. However,…
Two-sample tests for multivariate data and non-Euclidean data are widely used in many fields. Parametric tests are mostly restrained to certain types of data that meets the assumptions of the parametric models. In this paper, we study a…
The multitime probability distributions obtained by repeatedly probing a quantum system via the measurement of an observable generally violate Kolmogorov's consistency property. Therefore, one cannot interpret such distributions as the…
Unnormalized probability distributions are frequently used in machine learning for modeling complex data generating processes. Though Markov chain Monte Carlo (MCMC) algorithms can approximately sample from unnormalized distributions,…
In this paper, we propose two new tests for testing the equality of the covariance functions of several functional populations, namely a quasi GPF test and a quasi $F_{\max}$ test. The asymptotic random expressions of the two tests under…
It is generally recognized that economical systems, and more in general complex systems, are characterized by power law distributions. Sometime, these distributions show a changing of the slope in the tail so that, more appropriately, they…
In this paper, we are testing the symmetry in the distribution of data observed on a random variable. We proposed test statistics using cumulative past and residual extropy of record values based on the characterization developed by Gupta…
In generalized extreme value model for the r largest order statistics, denoted by rGEV, the selection of r is critical. The existing entropy difference test for selecting r is applicable to large sample. Another existing method (the score…
We develop E-variables for testing whether two or more data streams come from the same source or not, and more generally, whether the difference between the sources is larger than some minimal effect size. These E-variables lead to exact,…
The two-parameter distribution known as exponential-Poisson (EP) distribution, which has decreasing failure rate, was introduced by Kus (2007). In this paper we generalize the EP distribution and show that the failure rate of the new…
We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…
The stochastic block model is a popular tool for detecting community structures in network data. Detecting the difference between two community structures is an important issue for stochastic block models. However, the two-sample test has…
The goal of two-sample tests is to assess whether two samples, $S_P \sim P^n$ and $S_Q \sim Q^m$, are drawn from the same distribution. Perhaps intriguingly, one relatively unexplored method to build two-sample tests is the use of binary…
The advent of high dimensional single cell data in the biomedical sciences has necessitated the development of dimensionality-reduction tools. t-SNE and UMAP are the two most frequently used approaches, allowing clear visualisation of…
In this paper some well-known tests based on empirical distribution functions (EDF) with estimated parameters for testing composite normality hypothesis are revisited, and some new results on asymptotic properties are provided. In…