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We investigate the problem of testing the equivalence between two discrete histograms. A {\em $k$-histogram} over $[n]$ is a probability distribution that is piecewise constant over some set of $k$ intervals over $[n]$. Histograms have been…

Data Structures and Algorithms · Computer Science 2017-03-07 Ilias Diakonikolas , Daniel M. Kane , Vladimir Nikishkin

We study the problem of testing whether a function $f: \mathbb{R}^n \to \mathbb{R}$ is a polynomial of degree at most $d$ in the \emph{distribution-free} testing model. Here, the distance between functions is measured with respect to an…

Data Structures and Algorithms · Computer Science 2022-04-19 Vipul Arora , Arnab Bhattacharyya , Noah Fleming , Esty Kelman , Yuichi Yoshida

We propose a new unit-root test for a stationary null hypothesis $H_0$ against a unit-root alternative $H_1$. Our approach is nonparametric as $H_0$ only assumes that the process concerned is $I(0)$ without specifying any parametric forms.…

Methodology · Statistics 2022-06-15 Jinyuan Chang , Guanghui Cheng , Qiwei Yao

Probability integral transforms (PITs) and empirical $p$-values are widely used to assess the calibration of predictive distributions. While exact PIT values are uniformly distributed under correct model specification, practical…

Methodology · Statistics 2026-05-18 Jakub Lis

A/B testing refers to the task of determining the best option among two alternatives that yield random outcomes. We provide distribution-dependent lower bounds for the performance of A/B testing that improve over the results currently…

Statistics Theory · Mathematics 2015-02-25 Emilie Kaufmann , Olivier Cappé , Aurélien Garivier

The identifiability of a system is concerned with whether the unknown parameters in the system can be uniquely determined with all the possible data generated by a certain experimental setting. A test of quantum Hamiltonian identifiability…

Quantum Physics · Physics 2020-11-18 Yuanlong Wang , Daoyi Dong , Akira Sone , Ian R. Petersen , Hidehiro Yonezawa , Paola Cappellaro

Generalizations to the permutation test are introduced to allow for situations in which the null model is not exchangeable. It is shown that the generalized permutation tests are exact, and a partial converse: that any test function that is…

Methodology · Statistics 2018-09-03 Jeffrey Roach , William Valdar

We consider a binary statistical hypothesis testing problem, where $n$ independent and identically distributed random variables $Z^n$ are either distributed according to the null hypothesis $P$ or the alternate hypothesis $Q$, and only $P$…

Information Theory · Computer Science 2022-05-12 K. V. Harsha , Jithin Ravi , Tobias Koch

A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Ingrid Van Keilegom

The network data has attracted considerable attention in modern statistics. In research on complex network data, one key issue is finding its underlying connection structure given a network sample. The methods that have been proposed in…

Methodology · Statistics 2024-08-09 Kang Fu , Jianwei Hu , Seydou Keita

Discrete Fourier Transform Test (DFTT), which is a randomness test included in NIST SP800-22, has a problem. It is that theoretical reference distribution of the test statistic has not been derived. In this paper, we propose a new test…

Methodology · Statistics 2017-08-29 Atsushi Iwasaki , Ken Umeno

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…

Statistics Theory · Mathematics 2009-03-27 Serguei Dachian , Yury A. Kutoyants

This work is concern with testing the low-dimensional parameters of interest with divergent dimensional data and variable selection for the rest under the sparse case. A consistent test via the partial penalized likelihood approach, called…

Methodology · Statistics 2014-11-20 Shanshan Wang , Hengjian Cui

We present a new way of testing ordered hypotheses against all alternatives which overpowers the classical approach both in simplicity and statistical power. Our new method tests the constrained likelihood ratio statistic against the…

Methodology · Statistics 2018-06-26 Diaa Al Mohamad , Jelle J. Goeman , Erik W. van Zwet , Eric A. Cator

This article gives a conceptual review of the e-value, ev(H|X) -- the epistemic value of hypothesis H given observations X. This statistical significance measure was developed in order to allow logically coherent and consistent tests of…

The likelihood ratio test (LRT) and the related $F$ test, do not (even asymptotically) adhere to their nominal $\chi^2$ and $F$ distributions in many statistical tests common in astrophysics, thereby casting many marginal line or source…

In this paper we consider the problem of uniformity testing with limited memory. We observe a sequence of independent identically distributed random variables drawn from a distribution $p$ over $[n]$, which is either uniform or is…

Information Theory · Computer Science 2022-06-22 Tomer Berg , Or Ordentlich , Ofer Shayevitz

The machine learning community adopted the use of null hypothesis significance testing (NHST) in order to ensure the statistical validity of results. Many scientific fields however realized the shortcomings of frequentist reasoning and in…

Machine Learning · Statistics 2017-07-18 Alessio Benavoli , Giorgio Corani , Janez Demsar , Marco Zaffalon

The goal of two-sample tests is to assess whether two samples, $S_P \sim P^n$ and $S_Q \sim Q^m$, are drawn from the same distribution. Perhaps intriguingly, one relatively unexplored method to build two-sample tests is the use of binary…

Machine Learning · Statistics 2018-03-14 David Lopez-Paz , Maxime Oquab

We consider the identity testing problem - or goodness-of-fit testing problem - in multivariate binomial families, multivariate Poisson families and multinomial distributions. Given a known distribution $p$ and $n$ iid samples drawn from an…

Statistics Theory · Mathematics 2022-04-26 J. Chhor , A. Carpentier