Related papers: On the Phase Transition of Wilk's Phenomenon
Wald-type tests are convenient because they allow one to test a wide array of linear and nonlinear restrictions from a single unrestricted estimator; we focus on the problem of implementing Wald-type tests for nonlinear restrictions. We…
When searching over a large parameter space for anomalies such as events, peaks, objects, or particles, there is a large probability that spurious signals with seemingly high significance will be found. This is known as the look-elsewhere…
We present a new way of testing ordered hypotheses against all alternatives which overpowers the classical approach both in simplicity and statistical power. Our new method tests the constrained likelihood ratio statistic against the…
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…
Kirkwood-Dirac (KD) quasiprobability is a quantum analog of phase space probability of classical statistical mechanics, allowing negative or/and nonreal values. It gives an informationally complete representation of a quantum state. Recent…
Hotelling's T-squared test is a classical tool to test if the normal mean of a multivariate normal distribution is a specified one or the means of two multivariate normal means are equal. When the population dimension is higher than the…
Adaptive experiments are becoming increasingly popular in real-world applications for effectively maximizing in-sample welfare and efficiency by data-driven sampling. Despite their growing prevalence, however, the statistical foundations…
I propose a general quantum hypothesis testing theory that enables one to test hypotheses about any aspect of a physical system, including its dynamics, based on a series of observations. For example, the hypotheses can be about the…
We propose a new omnibus goodness-of-fit test based on trigonometric moments of probability-integral-transformed data. The test builds on the framework of the LK test introduced by Langholz and Kronmal [J. Amer. Statist. Assoc. 86 (1991),…
Plausibility is a formalization of exact tests for parametric models and generalizes procedures such as Fisher's exact test. The resulting tests are based on cumulative probabilities of the probability density function and evaluate…
This paper proposes a new test for inequalities that are linear in possibly partially identified nuisance parameters. This type of hypothesis arises in a broad set of problems, including subvector inference for linear unconditional moment…
We derive a model-independent integral formula for chiral susceptibility and attempt to present a continuum model study of it within the framework of Dyson-Schwinger Equations. An appropriate regularization is implemented to remove the…
Hypothesis testing in contingency tables is usually based on asymptotic results, thereby restricting its proper use to large samples. To study these tests in small samples, we consider the likelihood ratio test and define an accurate index,…
Likelihood ratio tests are a widely used method in global analyses in particle physics. The computation of the statistical significance (p-value) of these tests is usually done with a simple formula that relies on Wilks' theorem. There are,…
In this paper, we present an improved continued fraction approximation of the Wallis ratio. This approximation is fast in comparison with the recently discovered asymptotic series. We also establish the double-side inequality related to…
We build on recent works on Stein's method for functions of multivariate normal random variables to derive bounds for the rate of convergence of some asymptotically chi-square distributed statistics. We obtain some general bounds and…
This paper develops a general methodology to conduct statistical inference for observations indexed by multiple sets of entities. We propose a novel multiway empirical likelihood statistic that converges to a chi-square distribution under…
We consider the number distribution of topological defects resulting from the finite-time crossing of a continuous phase transition and identify signatures of universality beyond the mean value, predicted by the Kibble-Zurek mechanism.…
We introduce fully nonparametric two-sample tests for testing the null hypothesis that the samples come from the same distribution if the values are only indirectly given via current status censoring. The tests are based on the likelihood…
This paper introduces a comprehensive framework to adjust a discrete test statistic for improving its hypothesis testing procedure. The adjustment minimizes the Wasserstein distance to a null-approximating continuous distribution, tackling…