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We introduce a broadly applicable statistical procedure for testing which parametric distribution family generated a random sample of data. The method, termed the Difference in Differential Entropy (DDE) test, provides a unified framework…

Econometrics · Economics 2025-12-15 Ron Mittelhammer , George Judge , Miguel Henry

Elliptical distribution is a basic assumption underlying many multivariate statistical methods. For example, in sufficient dimension reduction and statistical graphical models, this assumption is routinely imposed to simplify the data…

Statistics Theory · Mathematics 2024-12-16 Yin Tang , Bing Li

Symmetry plays a central role in the sciences, machine learning, and statistics. For situations in which data are known to obey a symmetry, a multitude of methods that exploit symmetry have been developed. Statistical tests for the presence…

Methodology · Statistics 2024-12-24 Kenny Chiu , Benjamin Bloem-Reddy

In this paper, we obtain a new characterization result for symmetric distributions based on the entropy measure. Using the characterization, we propose a nonparametric test to test the symmetry of a distribution. We also develop the…

Statistics Theory · Mathematics 2025-05-14 Ganesh Vishnu Avhad , Ananya Lahiri , Sudheesh K. Kattumannil

In any parametric inference problem, the robustness of the procedure is a real concern. A procedure which retains a high degree of efficiency under the model and simultaneously provides stable inference under data contamination is…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

We investigate the nonparametric, composite hypothesis testing problem for arbitrary unknown distributions in the asymptotic regime where both the sample size and the number of hypotheses grow exponentially large. Such asymptotic analysis…

Information Theory · Computer Science 2019-01-30 Qunwei Li , Tiexing Wang , Donald J. Bucci , Yingbin Liang , Biao Chen , Pramod K. Varshney

Several hypothesis testing methods have been proposed to validate the assumption of isotropy in spatial point patterns. A majority of these methods are characterised by an unknown distribution of the test statistic under the null hypothesis…

Methodology · Statistics 2025-04-09 Jakub J. Pypkowski , Adam M. Sykulski , James S. Martin

The likelihood function plays a pivotal role in statistical inference; it is adaptable to a wide range of models and the resultant estimators are known to have good properties. However, these results hinge on correct specification of the…

Statistics Theory · Mathematics 2017-12-15 Adam Jaeger , Nicole Lazar

We introduce the problem of \emph{entropy equivalence testing} for probability distributions, a relaxation of the well-studied closeness testing problem, where the distribution testing algorithm is now only required to distinguish, given…

Data Structures and Algorithms · Computer Science 2026-05-25 Clément L. Canonne , Yash Pote , Jonathan Scarlett , Joy Qiping Yang

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

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Statistics Theory · Mathematics 2017-07-25 Abhik Ghosh , Ayanendranath Basu

This paper introduces a decision-theoretic framework for constructing and evaluating test statistics based on their relationship with ancillary statistics-quantities whose distributions remain fixed under the null and alternative…

Methodology · Statistics 2026-04-03 Albert Vexler , Douglas Landsittel

In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…

Statistics Theory · Mathematics 2012-02-10 Xinjia Chen

Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic…

Machine Learning · Computer Science 2014-09-03 Luis G. Sanchez Giraldo , Murali Rao , Jose C. Principe

We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…

Statistics Theory · Mathematics 2018-01-29 Lubna Amro , Frank Konietschke , Markus Pauly

We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We…

Information Theory · Computer Science 2013-11-15 Shouvik Ganguly , K Sahasranand , Vinod Sharma

In this paper, we propose a new spectral-based approach to hypothesis testing for populations of networks. The primary goal is to develop a test to determine whether two given samples of networks come from the same random model or…

Methodology · Statistics 2020-11-26 Li Chen , Nathaniel Josephs , Lizhen Lin , Jie Zhou , Eric D. Kolaczyk

In this article, we propose a new method for the fundamental task of testing for dependence between two groups of variables. The response densities under the null hypothesis of independence and the alternative hypothesis of dependence are…

Methodology · Statistics 2015-01-29 Yimin Kao , Brian J Reich , Howard D Bondell

Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…

Statistics Theory · Mathematics 2016-03-02 Lubna Amro , Markus Pauly

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda
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