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When testing for replication of results from a primary study with two-sided hypotheses in a follow-up study, we are usually interested in discovering the features with discoveries in the same direction in the two studies. The direction of…

Methodology · Statistics 2015-03-10 Ruth Heller , Marina Bogomolov , Yoav Benjamini , Tamar Sofer

Many adaptive monitoring schemes adjust the required evidence toward a hypothesis to control Type I error. This shifts focus away from determining scientific relevance with an uncompromised degree of evidence. We propose sequentially…

Methodology · Statistics 2022-04-25 Jonathan J. Chipman , Robert A. Greevy , Lindsay Mayberry , Jeffrey D. Blume

We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…

Econometrics · Economics 2025-02-05 David M. Ritzwoller , Joseph P. Romano , Azeem M. Shaikh

Posterior predictive p-values are a common approach to Bayesian model-checking. This article analyses their frequency behaviour, that is, their distribution when the parameters and the data are drawn from the prior and the model…

Statistics Theory · Mathematics 2015-03-31 Patrick Rubin-Delanchy , Daniel John Lawson

Unblinded sample size re-estimation (SSR) is often planned in a clinical trial when there is large uncertainty about the true treatment effect. For Proof-of Concept (PoC) in a Phase II dose finding study, contrast test can be adopted to…

Methodology · Statistics 2022-11-11 Qingyang Liu , Guanyu Hu , Binqi Ye , Susan Wang , Yaoshi Wu

Testing the homogeneity of two distributions is fundamental in statistics, but classical procedures may fail under nonignorable nonresponse. In many surveys, callback data record repeated contact attempts and provide auxiliary information…

Methodology · Statistics 2026-04-24 Xinyu Wang , Tao Yu , Chunlin Wang , Pengfei Li

Sequential estimation of a probability $p$ by means of inverse binomial sampling is considered. For $\mu_1,\mu_2>1$ given, the accuracy of an estimator $\hat{p}$ is measured by the confidence level $P[p/\mu_2\leq\hat{p}\leq p\mu_1]$. The…

Statistics Theory · Mathematics 2010-10-12 Luis Mendo , José M. Hernando

This short study presents an opportunistic approach to a (more) reliable validation method for prediction uncertainty average calibration. Considering that variance-based calibration metrics (ZMS, NLL, RCE...) are quite sensitive to the…

Machine Learning · Statistics 2024-08-27 Pascal Pernot

We put forward a novel calibration of p values, the "Adaptive Robust Lower Bound" (ARLB) which maps p values into approximations of posterior probabilities taking into account the effect of sample sizes. We build on the Robust Lower Bound…

Methodology · Statistics 2017-11-17 Luis R. Pericchi , Maria-Eglee Perez

The energy test is a powerful binning-free, multi-dimensional and distribution-free tool that can be applied to compare a measurement to a given prediction (goodness-of-fit) or to check whether two data samples originate from the same…

Data Analysis, Statistics and Probability · Physics 2018-04-30 G. Zech

The randomized $p$-value, (nonrandomized) mid-$p$-value and abstract randomized $p$-value have all been recommended for testing a null hypothesis whenever the test statistic has a discrete distribution. This paper provides a unifying…

Computation · Statistics 2014-12-02 Joshua D Habiger

Permutation tests are widely used for statistical hypothesis testing when the sampling distribution of the test statistic under the null hypothesis is analytically intractable or unreliable due to finite sample sizes. One critical challenge…

Computation · Statistics 2023-08-29 Yang Shi , Huining Kang , Ji-Hyun Lee , Hui Jiang

In multiple testing scenarios, typically the sign of a parameter is inferred when its estimate exceeds some significance threshold in absolute value. Typically, the significance threshold is chosen to control the experimentwise type I error…

Methodology · Statistics 2018-01-03 Chaoyu Yu , Peter D. Hoff

A hypothesis testing algorithm is replicable if, when run on two different samples from the same distribution, it produces the same output with high probability. This notion, defined by by Impagliazzo, Lei, Pitassi, and Sorell [STOC'22],…

Data Structures and Algorithms · Computer Science 2025-09-05 Anders Aamand , Maryam Aliakbarpour , Justin Y. Chen , Shyam Narayanan , Sandeep Silwal

Bayesian sample size calculations in clinical trials usually rely on complex Monte Carlo simulations in practice. Obtaining bounds on Bayesian notions of the false-positive rate and power often lack closed-form or approximate numerical…

Methodology · Statistics 2026-03-03 Riko Kelter

Two-stage randomized experiments are becoming an increasingly popular experimental design for causal inference when the outcome of one unit may be affected by the treatment assignments of other units in the same cluster. In this paper, we…

Methodology · Statistics 2022-10-21 Zhichao Jiang , Kosuke Imai , Anup Malani

We study Probabilistic Group Testing of a set of N items each of which is defective with probability p. We focus on the double limit of small defect probability, p<<1, and large number of variables, N>>1, taking either p->0 after…

Data Structures and Algorithms · Computer Science 2007-11-14 Marc Mezard , Cristina Toninelli

The higher criticism of a family of tests starts with the individual uncorrected p-values of each test. It then requires a procedure for deciding whether the collection of p-values indicates the presence of a real effect and if possible…

This paper presents a new estimator of the intercept of a linear regression model in cases where the outcome varaible is observed subject to a selection rule. The intercept is often in this context of inherent interest; for example, in a…

Econometrics · Economics 2018-09-26 Chuan Goh

In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…

Information Theory · Computer Science 2025-01-07 Ching-Fang Li , I-Hsiang Wang