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We marshall the arguments for preferring Bayesian hypothesis testing and confidence sets to frequentist ones. We define admissible solutions to inference problems, noting that Bayesian solutions are admissible. We give seven weaker…

Statistics Theory · Mathematics 2024-05-22 Roger Sewell

In 1976, Lai constructed a nontrivial confidence sequence for the mean $\mu$ of a Gaussian distribution with unknown variance $\sigma^2$. Curiously, he employed both an improper (right Haar) mixture over $\sigma$ and an improper (flat)…

Statistics Theory · Mathematics 2024-11-08 Hongjian Wang , Aaditya Ramdas

Bayesian methods are useful for statistical inference. However, real-world problems can be challenging using Bayesian methods when the data analyst has only limited prior knowledge. In this paper we consider a class of problems, called…

Methodology · Statistics 2019-11-20 Yixuan Qiu , Lingsong Zhang , Chuanhai Liu

In this paper, we develop a family of bivariate beta distributions that encapsulate both positive and negative correlations, and which can be of general interest for Bayesian inference. We then invoke a use of these bivariate distributions…

The American Statistical Association (ASA) statement on statistical significance and P-values \cite{wasserstein2016asa} cautioned statisticians against making scientific decisions solely on the basis of traditional P-values. The statement…

Methodology · Statistics 2024-02-22 Abhisek Chakraborty , Megan H. Murray , Ilya Lipkovich , Yu Du

In the last months, due to the emergency of Covid-19, questions related to the fact of belonging or not to a particular class of individuals (`infected or not infected'), after being tagged as `positive' or `negative' by a test, have never…

Populations and Evolution · Quantitative Biology 2020-11-23 Giulio D'Agostini , Alfredo Esposito

Data depth provides a centre-outward ordering for multivariate data. Recently, some univariate GoF tests based on data depth have been studied by Li (2018). This paper discusses some univariate goodness of fit tests based on centre-outward…

Methodology · Statistics 2024-05-14 Rahul Singh

Bayesian inference affords scientists with powerful tools for testing hypotheses. One of these tools is the Bayes factor, which indexes the extent to which support for one hypothesis over another is updated after seeing the data. Part of…

Computation · Statistics 2018-12-11 Thomas J. Faulkenberry

For the analysis of time-to-event data, frequently used methods such as the log-rank test or the Cox proportional hazards model are based on the proportional hazards assumption, which is often debatable. Although a wide range of parametric…

Both the Bayes factor and the relative belief ratio satisfy the principle of evidence and so can be seen to be valid measures of statistical evidence. Certainly Bayes factors are regularly employed. The question then is: which of these…

Statistics Theory · Mathematics 2024-02-28 Luai Al-Labadi , Ayman Alzaatreh , Michael Evans

Alerting experience with a well-acknowledged safety analysis code initiated the authors to pay attention to safety issues of complex systems. Their first concern was the statistical characteristics of such a code. We point out a remarkable…

Data Analysis, Statistics and Probability · Physics 2007-05-23 L. Pal , M. Makai

The security of quantum exam [Phys. Lett. A 350 (2006) 174] is analyzed and it is found that this protocol is secure for any eavesdropper except for the "students" who take part in the exam. Specifically, any student can steal other…

Quantum Physics · Physics 2007-05-23 Fei Gao , Qiao-Yan Wen , Fu-Chen Zhu

A recurring debate in the philosophy of statistics concerns what, exactly, should count as a measure of evidence for or against a given hypothesis. P-values, likelihood ratios, and Bayes factors all have their defenders. In this paper we…

Methodology · Statistics 2026-03-26 Ben Chugg , Aaditya Ramdas , Peter Grünwald

Following the critical review of Seaman et al. (2012), we reflect on what is presumably the most essential aspect of Bayesian statistics, namely the selection of a prior density. In some cases, Bayesian inference remains fairly stable under…

Methodology · Statistics 2014-07-23 Kaniav Kamary , Christian P. Robert

This paper introduces a feasible and practical Bayesian method for unit root testing in financial time series. We propose a convenient approximation of the Bayes factor in terms of the Bayesian Information Criterion as a straightforward and…

Econometrics · Economics 2021-02-23 Magris Martin , Iosifidis Alexandros

This article provides a taxonomy for risk-based testing that serves as a tool to define, tailor, or assess risk-based testing approaches in general and to instantiate risk-based testing approaches for the current testing standards…

Software Engineering · Computer Science 2019-05-28 Jürgen Großmann , Michael Felderer , Johannes Viehmann , Ina Schieferdecker

This paper has been temporarily withdrawn, pending a revised version taking into account similarities between this paper and the recent work of del Barrio, Gine and Utzet (Bernoulli, 11 (1), 2005, 131-189).

Statistics Theory · Mathematics 2007-06-13 Richard Samworth , Oliver Johnson

Systematic and multifactor risk models are revisited via methods which were already successfully developed in signal processing and in automatic control. The results, which bypass the usual criticisms on those risk modeling, are illustrated…

Risk Management · Quantitative Finance 2013-12-19 Michel Fliess , Cédric Join

This paper derives an objective Bayesian "prior" based on considerations of entropy/information. By this means, it produces a quantitative measure of goodness of fit (the "H-statistic") that balances higher likelihood against the number of…

Astrophysics · Physics 2008-11-26 Rafael D. Sorkin

Bipartite experiments are a recent object of study in causal inference, whereby treatment is applied to one set of units and outcomes of interest are measured on a different set of units. These experiments are particularly useful in…

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