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In the context of data that lie on the simplex, we investigate use of empirical and exponential empirical likelihood, and Hotelling and James statistics, to test the null hypothesis of equal population means based on two independent…

Methodology · Statistics 2016-08-05 Michail Tsagris , Simon Preston , Andrew T. A. Wood

The field of property testing of probability distributions, or distribution testing, aims to provide fast and (most likely) correct answers to questions pertaining to specific aspects of very large datasets. In this work, we consider a…

Data Structures and Algorithms · Computer Science 2015-04-27 Clément L. Canonne

Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal…

Methodology · Statistics 2023-03-20 Lolian Shtembari , Allen Caldwell

We study the problem of conditional two-sample testing, which aims to determine whether two populations have the same distribution after accounting for confounding factors. This problem commonly arises in various applications, such as…

Machine Learning · Statistics 2026-05-05 Seongchan Lee , Suman Cha , Ilmun Kim

Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this note is computational evaluation of the performance of conformal testing in a model situation in which IID binary observations…

Machine Learning · Computer Science 2021-04-06 Vladimir Vovk

Derivation and experimental violation of Bell-like inequalities involve the measurement of in-compatible observables. Simple complementarity forbids the existence of such joint probabilitydistribution. Moreover, the measurement of…

Quantum Physics · Physics 2020-06-18 Elisa Masa , Laura Ares , Alfredo Luis

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…

Methodology · Statistics 2022-03-07 Elsayed Elamir

There exist a number of tests for assessing the nonparametric heteroscedastic location-scale assumption. Here we consider a goodness-of-fit test for the more general hypothesis of the validity of this model under a parametric functional…

Statistics Theory · Mathematics 2020-01-01 Marie Hušková , Simos G. Meintanis , Charl Pretorius

This paper deals with the comparison of several stationary processes with unequal sample sizes. We provide a detailed theoretical framework on the testing problem for equality of spectral densities in the bivariate case, after which the…

Statistics Theory · Mathematics 2012-07-25 Philip Preuß , Thimo Hildebrandt

Meta-analysis seeks to combine the results of several experiments in order to improve the accuracy of decisions. It is common to use a test for homogeneity to determine if the results of the several experiments are sufficiently similar to…

Methodology · Statistics 2009-08-01 Elena Kulinskaya , Michael B. Dollinger , Kirsten Bjørkestøl

We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…

Methodology · Statistics 2021-04-28 Sean van der Merwe

We consider an approach for testing the hypothesis that two realizations of the random variables in the form of histograms are taken from the same statistical population (i.e. two histograms are drawn from the same distribution). The…

Data Analysis, Statistics and Probability · Physics 2013-11-26 S. Bityukov , N. Krasnikov , A. Nikitenko , V. Smirnova

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

This paper introduces a statistical test inferring whether a variable allows separating two classes by means of a single critical value. Its test statistic is the prediction error of a nonparametric threshold classifier. While this approach…

Methodology · Statistics 2017-07-17 Fabian Schroeder

We propose using a permutation test to detect discontinuities in an underlying economic model at a known cutoff point. Relative to the existing literature, we show that this test is well suited for event studies based on time-series data.…

Econometrics · Economics 2022-07-12 Federico A. Bugni , Jia Li , Qiyuan Li

We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…

Methodology · Statistics 2024-02-19 Nils Sturma , Mathias Drton , Dennis Leung

We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions. The alternative models are based on the principles of embedding…

Statistics Theory · Mathematics 2023-04-12 Surya T. Tokdar , Ryan Martin

Machine learning models are central to people's lives and impact society in ways as fundamental as determining how people access information. The gravity of these models imparts a responsibility to model developers to ensure that they are…

Applications · Statistics 2020-07-13 Cyrus DiCiccio , Sriram Vasudevan , Kinjal Basu , Krishnaram Kenthapadi , Deepak Agarwal

Pareto distributions are widely used models in economics, finance and actuarial sciences. As a result, a number of goodness-of-fit tests have been proposed for these distributions in the literature. We provide an overview of the existing…

Methodology · Statistics 2022-11-21 L. Ndwandwe , J. S. Allison , L. Santana , I. J. H. Visagie

We develop a theoretical framework for sample splitting in A/B testing environments, where data for each test are partitioned into two splits to measure methodological performance when the true impacts of tests are unobserved. We show that…

Econometrics · Economics 2026-03-24 Ryan Kessler , James McQueen , Miikka Rokkanen