English
Related papers

Related papers: A model of multiple hypothesis testing

200 papers

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…

Statistics Theory · Mathematics 2009-12-23 Andrey Novikov

Standardization has been a widely adopted practice in multiple testing, for it takes into account the variability in sampling and makes the test statistics comparable across different study units. However, despite conventional wisdom to the…

Methodology · Statistics 2020-03-09 Luella Fu , Bowen Gang , Gareth M. James , Wenguang Sun

Replication studies for scientific research are an important part of ensuring the reliability and integrity of experimental findings. In the context of clinical trials, the concept of replication has been formalised by the 'two-trials'…

Methodology · Statistics 2025-10-27 David S. Robertson , Thomas Jaki

We discuss a general approach to handling "multiple hypotheses" testing in the case when a particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated…

Statistics Theory · Mathematics 2016-02-24 A. Goldenshluger , A. Juditski , A. Nemirovski

Background Most methods of adjusting for multiplicity focus primarily on controlling type I errors and rarely consider type II errors. We propose a new method that considers controlling for false-positive findings while ensuring sufficient…

Applications · Statistics 2025-07-31 Jiale Li , Zimu Wei

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 addresses the following general scenario: A scientist wishes to perform a battery of experiments, each generating a sequential stream of data, to investigate some phenomenon. The scientist would like to control the overall error…

Methodology · Statistics 2014-05-12 Jay Bartroff , Jinlin Song

It is observed that for testing between simple hypotheses where the cost of Type I and Type II errors can be quantified, it is better to let the optimization choose the test size.

Statistics Theory · Mathematics 2015-02-05 Michele Pavon

This paper investigates improved testing inferences under a general multivariate elliptical regression model. The model is very flexible in terms of the specification of the mean vector and the dispersion matrix, and of the choice of the…

Statistics Theory · Mathematics 2016-11-01 T. F. N. Melo , S. L. P. Ferrari , A. G. Patriota

Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…

Data Analysis, Statistics and Probability · Physics 2024-08-02 Jeremy J. H. Wilkinson , Christopher G. Lester

The double hypothesis test (DHT) is a test that allows controlling Type I (producer) and Type II (consumer) errors. It is possible to say whether the batch has a defect rate, p, between 1.5 and 2%, or between 2 and 5%, or between 5 and 10%,…

The problem of testing mutually exclusive hypotheses with dependent test statistics is considered. Bayesian and frequentist approaches to multiplicity control are studied and compared to help gain understanding as to the effect of test…

Statistics Theory · Mathematics 2016-11-21 Sean Chang , James O. Berger

Multivariate (average) equivalence testing is widely used to assess whether the means of two conditions of interest are `equivalent' for different outcomes simultaneously. The multivariate Two One-Sided Tests (TOST) procedure is typically…

Heteroskedasticity poses several methodological challenges in designing valid and powerful procedures for simultaneous testing of composite null hypotheses. In particular, the conventional practice of standardizing or re-scaling…

Methodology · Statistics 2025-09-04 Bowen Gang , Trambak Banerjee

We discuss observational studies that test many causal hypotheses, either hypotheses about many outcomes or many treatments. To be credible an observational study that tests many causal hypotheses must demonstrate that its conclusions are…

Methodology · Statistics 2017-03-08 Qingyuan Zhao , Dylan S. Small , Paul R. Rosenbaum

In this paper, we consider the problem of simultaneous testing of multivariate normal means under arbitrary covariance dependence. Specifically, let $\boldsymbol{X}\sim N_n(\boldsymbol{\theta},\boldsymbol{\Sigma})$, where…

Statistics Theory · Mathematics 2026-05-29 Prasenjit Ghosh , Arijit Chakrabarti

Phase III randomized clinical trials play a monumentally critical role in the evaluation of new medical products. Because of the intrinsic nature of uncertainty embedded in our capability in assessing the efficacy of a medical product,…

Methodology · Statistics 2019-02-25 Changyu Shen , Xiaochun Li

The repeated community-wide reuse of test sets in popular benchmark problems raises doubts about the credibility of reported test-error rates. Verifying whether a learned model is overfitted to a test set is challenging as independent test…

Machine Learning · Computer Science 2019-11-15 Roman Werpachowski , András György , Csaba Szepesvári

We analyze control of the familywise error rate (FWER) in a multiple testing scenario with a great many null hypotheses about the distribution of a high-dimensional random variable among which only a very small fraction are false, or…

Methodology · Statistics 2015-09-15 Kamel Lahouel , Donald Geman , Laurent Younes