Related papers: General Behaviour of P-Values Under the Null and A…
In an observational study, it is common to leverage known null effect to detect bias. One such strategy is to set aside a placebo sample -- a subset of data immune from the hypothesized cause-and-effect relationship. Existence of an effect…
We seek to conduct statistical inference for a large collection of primary parameters, each with its own nuisance parameters. Our approach is partially Bayesian, in that we treat the primary parameters as fixed while we model the nuisance…
We discuss problems the null hypothesis significance testing (NHST) paradigm poses for replication and more broadly in the biomedical and social sciences as well as how these problems remain unresolved by proposals involving modified…
This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…
In this paper, we study inference for high-dimensional data characterized by small sample sizes relative to the dimension of the data. In particular, we provide an infinite-dimensional framework to study statistical models that involve…
A flourishing empirical literature investigates the prevalence of $p$-hacking based on the distribution of $p$-values across studies. Interpreting results in this literature requires a careful understanding of the power of methods for…
Probability measures by themselves, are known to be inappropriate for modeling the dynamics of plain belief and their excessively strong measurability constraints make them unsuitable for some representational tasks, e.g. in the context of…
Parameter estimates in misspecified models converge to pseudo-true parameter values, which minimize a population objective function. Pseudo-true values often differ from quantities of economic interest, raising questions of how, if at all,…
We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…
We present a general approach to constructing permutation tests that are both exact for the null hypothesis of equality of distributions and asymptotically correct for testing equality of parameters of distributions while allowing the…
Certain monotonicity properties of the Poisson approximation to the binomial distribution are established. As a natural application of these results, exact (rather than approximate) tests of hypotheses on an unknown value of the parameter…
Permutation tests are amongst the most commonly used statistical tools in modern genomic research, a process by which p-values are attached to a test statistic by randomly permuting the sample or gene labels. Yet permutation p-values…
This paper develops some objective priors for certain parameters of the bivariate normal distribution. The parameters considered are the regression coefficient, the generalized variance, and the ratio of the conditional variance of one…
We develop non-asymptotically justified methods for hypothesis testing about the $p-$dimensional coefficients $\theta^{*}$ in (possibly nonlinear) regression models. Given a function $h:\,\mathbb{R}^{p}\mapsto\mathbb{R}^{m}$, we consider…
Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…
The topic of this paper is prevalence estimation from the perspective of active information. Prevalence among tested individuals has an upward bias under the assumption that individuals' willingness to be tested for the disease increases…
We consider exact asymptotics of the minimax risk for global testing against sparse alternatives in the context of high dimensional linear regression. Our results characterize the leading order behavior of this minimax risk in several…
Although several nonparametric tests are available for testing population identical distributions or equal means in multiple groups problem, the Van der Waerden test has asymptotically the same efficiency as the classical one-way analysis…
When we use the normal mixture model, the optimal number of the components describing the data should be determined. Testing homogeneity is good for this purpose; however, to construct its theory is challenging, since the test statistic…
It is suggested that some shortcomings of Null Hypothesis Significance Testing (NHST), viewed from the perspective of Bayesian statistics, turn benign once the traditional threshold p value of .05 is substituted by a sufficiently smaller…