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Recent years have seen tremendous advances in the theory and application of sequential experiments. While these experiments are not always designed with hypothesis testing in mind, researchers may still be interested in performing tests…

Econometrics · Economics 2023-06-29 Karun Adusumilli

The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…

Methodology · Statistics 2023-04-21 Yiming Xing , Georgios Fellouris

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

Statistics Theory · Mathematics 2010-05-05 Andrey Novikov

In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds…

Statistics Theory · Mathematics 2012-06-19 Xinjia Chen

The aim of this paper is to propose a methodology for testing general hypothesis in a Markovian setting with random sampling. A discrete Markov chain X is observed at random time intervals $\tau$ k, assumed to be iid with unknown…

Statistics Theory · Mathematics 2015-05-25 Flavia Barsotti , Anne Philippe , Paul Rochet

We study a class of distributed hypothesis testing against conditional independence problems. Under the criterion that stipulates minimization of the Type II error rate subject to a (constant) upper bound $\epsilon$ on the Type I error…

Information Theory · Computer Science 2019-04-08 Abdellatif Zaidi , Inaki Estella Aguerri

We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…

Statistics Theory · Mathematics 2013-01-23 Georgios Fellouris , Alexander G. Tartakovsky

In the present article, we propose jackknife empirical likelihood (JEL) ratio test for testing the independence of time to failure and cause of failure in competing risks data. We use U-statistic theory to derive the JEL ratio test. The…

Methodology · Statistics 2021-10-19 Sreelakshmy N. , Sreedevi E. P

Researchers faced with a sequence of candidate model specifications must often choose the best specification that does not violate a testable identification assumption. One option in this scenario is sequential specification tests:…

Methodology · Statistics 2023-07-25 Adam C. Sales

Motivated by applications in biological science, we propose a novel test to assess the conditional mean dependence of a response variable on a large number of covariates. Our procedure is built on the martingale difference divergence…

Statistics Theory · Mathematics 2017-01-31 Xianyang Zhang , Shun Yao , Xiaofeng Shao

Simultaneous statistical inference has been a cornerstone in the statistics methodology literature because of its fundamental theory and paramount applications. The mainstream multiple testing literature has traditionally considered two…

Statistics Theory · Mathematics 2025-03-21 Monitirtha Dey , Subir Kumar Bhandari

Symmetry plays a central role in the sciences, machine learning, and statistics. While statistical tests for the presence of distributional invariance with respect to groups have a long history, tests for conditional symmetry in the form of…

Methodology · Statistics 2025-12-12 Kenny Chiu , Alex Sharp , Benjamin Bloem-Reddy

We develope the framework of transitional conditional independence. For this we introduce transition probability spaces and transitional random variables. These constructions will generalize, strengthen and unify previous notions of…

Statistics Theory · Mathematics 2021-08-30 Patrick Forré

For two independent, almost surely finite random variables, independence of their minimum (time) and the event that one of them is either greater, equal or less than the other (cause) is completely characterized. It is shown that, other…

Probability · Mathematics 2023-05-08 Offer Kella

Bell inequalities or Bell-like experiments are supposed to test hidden variable theories based on three intuitive assumptions: determinism, locality and measurement independence. If one of the assumptions of Bell inequality is properly…

Quantum Physics · Physics 2018-04-19 R. Rossi , Leonardo A. M. Souza

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

Methodology · Statistics 2016-09-06 Yi-Hui Zhou

The most popular ways to test for independence of two ordinal random variables are by means of Kendall's tau and Spearman's rho. However, such tests are not consistent, only having power for alternatives with ``monotonic'' association. In…

Statistics Theory · Mathematics 2014-03-17 Wicher Bergsma , Angelos Dassios

One class of statistical hypothesis testing procedures is the indisputable equivalence tests, whose main objective is to establish practical equivalence rather than the usual statistical significant difference. These hypothesis tests are…

Methodology · Statistics 2024-01-04 Daniel Ochieng

Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametric test statistics, which are rescaled general…

Statistics Theory · Mathematics 2015-05-28 Mélisande Albert , Yann Bouret , Magalie Fromont , Patricia Reynaud-Bouret

Many experiments are concerned with the comparison of counts between treatment groups. Examples include the number of successful signups in conversion rate experiments, or the number of errors produced by software versions in canary…

Methodology · Statistics 2023-12-14 Michael Lindon , Alan Malek
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