Related papers: Revisiting the memoryless property -- testing for …
Inverse normal transformations applied to the partially overlapping samples t-tests by Derrick et.al. (2017) are considered for their Type I error robustness and power. The inverse normal transformation solutions proposed in this paper are…
We propose a class of weighted $L_2$-type tests of fit to the Gamma distribution. Our novel procedure is based on a fixed point property of a new transformation connected to a Steinian characterization of the family of Gamma distributions.…
Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…
We consider the structural change in a class of discrete valued time series that the conditional distribution follows a one-parameter exponential family. We propose a change-point test based on the maximum likelihood estimator of the…
If the prime numbers are pseudo-randomly distributed, then analogy with quantum systems suggests that counting primes might be modeled by a non-homogeneous Poisson process. Consequently, postulating underlying gamma statistics, more-or-less…
We initiate a thorough study of \emph{distributed property testing} -- producing algorithms for the approximation problems of property testing in the CONGEST model. In particular, for the so-called \emph{dense} testing model we emulate…
We define data transformations that leave certain classes of distributions invariant, while acting in a specific manner upon the parameters of the said distributions. It is shown that under such transformations the maximum likelihood…
Equivalence testing, a fundamental problem in the field of distribution testing, seeks to infer if two unknown distributions on $[n]$ are the same or far apart in the total variation distance. Conditional sampling has emerged as a powerful…
The paper discusses a test for the hypothesis that a random sample comes from the Cauchy distribution. The test statistics is derived from a characterization and is based on the characteristic function. Properties of the test are discussed…
Monte Carlo permutation tests are a cornerstone of valid, model-free statistical inference. A widely held practical intuition is that increasing the number of sampled permutations improves test performance, in particular that statistical…
We present supremum Lagrange Multiplier tests to compare a linear ARMA specification against its threshold ARMA extension. We derive the asymptotic distribution of the test statistics both under the null hypothesis and contiguous local…
The framework of distribution testing is currently ubiquitous in the field of property testing. In this model, the input is a probability distribution accessible via independently drawn samples from an oracle. The testing task is to…
We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…
The two-parameter Birnbaum-Saunders distribution has been used succesfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data…
The model-X conditional randomization test is a generic framework for conditional independence testing, unlocking new possibilities to discover features that are conditionally associated with a response of interest while controlling type-I…
In the common nonparametric regression model the problem of testing for a specific parametric form of the variance function is considered. Recently Dette and Hetzler (2008) proposed a test statistic, which is based on an empirical process…
A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…
This article explores the estimation of unknown parameters and reliability characteristics under the assumption that the lifetimes of the testing units follow an Inverted Exponentiated Pareto (IEP) distribution. Here, both point and…
A new class of distributions, called Generalized One Parameter Polynomial Exponential-G family of distributions is proposed for modelling lifetime data. An account of the structural and reliability properties of the new class is presented.…
We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted…