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Simulating samples from arbitrary probability distributions is a major research program of statistical computing. Recent work has shown promise in an old idea, that sampling from a discrete distribution can be accomplished by perturbing and…

Computation · Statistics 2016-04-13 Chris J. Maddison

Pearson's $\rho$ is the most used measure of statistical dependence. It gives a complete characterization of dependence in the Gaussian case, and it also works well in some non-Gaussian situations. It is well known, however, that it has a…

Statistics Theory · Mathematics 2018-09-28 Dag Tjøstheim , Håkon Otneim , Bård Støve

In a functional setting, we propose two test statistics to highlight the Poisson nature of a Cox process when n copies of the process are available. Our approach involves a comparison of the empirical mean and the empirical variance of the…

Statistics Theory · Mathematics 2016-03-23 Benoît Cadre , Gaspar Massiot , Lionel Truquet

Tests of goodness of fit are used in nearly every domain where statistics is applied. One powerful and flexible approach is to sample artificial data sets that are exchangeable with the real data under the null hypothesis (but not under the…

Methodology · Statistics 2026-04-07 Ritwik Bhaduri , Aabesh Bhattacharyya , Rina Foygel Barber , Lucas Janson

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

Bayesian, classical, and extended maximum likelihood approaches to estimation of upper limits in experiments with small numbers of signal events are surveyed. The discussion covers only experiments whose outcomes are well described by a…

High Energy Physics - Experiment · Physics 2011-07-19 Ilya Narsky

We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…

Probability · Mathematics 2017-03-08 Bero Roos

Using the fact that some depth functions characterize certain family of distribution functions, and under some mild conditions, distribution of the depth is continuous, we have constructed several new multivariate goodness of fit tests…

Statistics Theory · Mathematics 2024-05-14 Rahul Singh , Subhajit Dutta , Neeraj Misra

The main purpose of the paper is to investigate the possibility of applying Chen-Stein approach to estimate the $\chi^2$ distance between Poisson distribution and a sum of independent indicators. Earlier results concerning $\chi^2$ distance…

Probability · Mathematics 2021-09-13 Vytas Zacharovas

The problem of testing for the parametric form of the conditional variance is considered in a fully nonparametric regression model. A test statistic based on a weighted $L_2$-distance between the empirical characteristic functions of…

Methodology · Statistics 2018-07-24 Juan Carlos Pardo-Fernandez , M. Dolores Jimenez-Gamero

High dimensional Poisson regression has become a standard framework for the analysis of massive counts datasets. In this work we estimate the intensity function of the Poisson regression model by using a dictionary approach, which…

Methodology · Statistics 2014-12-30 S. Ivanoff , F. Picard , V. Rivoirard

Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…

Data Analysis, Statistics and Probability · Physics 2024-08-02 Jeremy J. H. Wilkinson , Christopher G. Lester

In this paper we introduce a new lifetime distribution by compounding exponential and Poisson-Lindley distributions, named exponential Poisson-Lindley distribution. Several properties are derived, such as density, failure rate, mean…

Methodology · Statistics 2013-02-20 Wagner Barreto-Souza , Hassan S. Bakouch

We introduce a new goodness-of-fit test for count data on $\mathbb{N}$ for the Zeta distribution with unknown parameter. The test is built on a Stein-type characterization that uses, as Stein operator, the infinitesimal generator of a…

Statistics Theory · Mathematics 2026-01-01 Bruno Ebner , Daniel Hlubinka

Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…

Computation · Statistics 2014-08-01 Manuela Cattelan , Nicola Sartori

We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…

Methodology · Statistics 2023-02-24 Xiaoyu Hu , Jing Lei

This paper proposes a novel method to estimate the rate parameter of the Poisson distribution. The proposed method employs the Cramer-von Mises type optimization which has been commonly used in estimating parameters of continuous…

Computation · Statistics 2026-05-22 Jiwoong Kim

Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or scalar nature. This contribution proposes a goodness-of-fit test for the functional linear model with…

In this study, we establish a significant connection between certain subclasses of complex order univalent functions and the Mittag-Leffler-type Poisson distribution series. We provide criteria for these series to belong to the specific…

General Mathematics · Mathematics 2024-08-06 K. Marimuthu , A. Jeeva , Nasir Ali

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