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Simultaneous testing of one hypothesis at multiple alpha levels can be performed within a conventional Neyman-Pearson framework. This is achieved by treating the hypothesis as a family of hypotheses, each member of which explicitly concerns…

Applications · Statistics 2024-08-01 Janet Aisbett

Determining the number of change-points is a first-step and fundamental task in change-point detection problems, as it lays the groundwork for subsequent change-point position estimation. While the existing literature offers various methods…

Methodology · Statistics 2026-03-31 Ao Sun , Jingyuan Liu

Statistical significance measures the reliability of a result obtained from a random experiment. We investigate the number of repetitions needed for a statistical result to have a certain significance. In the first step, we consider…

Methodology · Statistics 2024-06-19 Maike Tormählen , Galiya Klinkova , Michael Grabinski

Decision making or scientific discovery pipelines such as job hiring and drug discovery often involve multiple stages: before any resource-intensive step, there is often an initial screening that uses predictions from a machine learning…

Methodology · Statistics 2023-05-30 Ying Jin , Emmanuel J. Candès

Is it possible for a large sequence of measurements or observations, which support a hypothesis, to counterintuitively decrease our confidence? Can unanimous support be too good to be true? The assumption of independence is often made in…

To identify statistically significant conclusions, it is proposed to simultaneously test hypotheses and alternatives. It is shown that, under the condition of free combination of hypotheses and alternatives, the closure method leads to…

Methodology · Statistics 2025-09-15 P. A. Koldanov , A. P. Koldanov

This paper proposes general methods for the problem of multiple testing of a single hypothesis, with a standard goal of combining a number of p-values without making any assumptions about their dependence structure. An old result by…

Statistics Theory · Mathematics 2019-10-09 Vladimir Vovk , Ruodu Wang

There is increasing interest in the use of diagnostic rules based on microarray data. These rules are formed by considering the expression levels of thousands of genes in tissue samples taken on patients of known classification with respect…

Statistics Theory · Mathematics 2008-12-18 G. J. McLachlan , J. Chevelu , J. Zhu

Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…

Statistics Theory · Mathematics 2007-06-13 E. L. Lehmann , Joseph P. Romano

Hypothesis tests and confidence intervals are ubiquitous in empirical research, yet their connection to subsequent decision-making is often unclear. We develop a theory of certified decisions that pairs recommended decisions with…

Econometrics · Economics 2025-02-26 Isaiah Andrews , Jiafeng Chen

We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation…

Quantum Physics · Physics 2018-11-30 Yanbao Zhang , Emanuel Knill , Peter Bierhorst

When conducting large scale inference, such as genome-wide association studies or image analysis, nominal $p$-values are often adjusted to improve control over the family-wise error rate (FWER). When the majority of tests are null,…

Methodology · Statistics 2017-07-20 Sarah Fletcher Mercaldo , Jeffrey D. Blume

A common task in high-throughput biology is to screen for associations across thousands of units of interest, e.g., genes or proteins. Often, the data for each unit are modeled as Gaussian measurements with unknown mean and variance and are…

Statistics Theory · Mathematics 2024-10-01 Nikolaos Ignatiadis , Bodhisattva Sen

The goal of this article is to investigate how human participants allocate their limited time to decisions with different properties. We report the results of two behavioral experiments. In each trial of the experiments, the participant…

Neurons and Cognition · Quantitative Biology 2016-07-20 Arash Khodadadi , Pegah Fakhari , Jerome R. Busemeyer

Group sequential designs drive innovation in clinical, industrial, and corporate settings. Early stopping for failure in sequential designs conserves experimental resources, whereas early stopping for success accelerates access to improved…

Methodology · Statistics 2025-11-27 Luke Hagar , Shirin Golchi , Marina B. Klein

Conventional multiple hypothesis tests use step-up, step-down, or closed testing methods to control the overall error rates. We will discuss marrying these methods with adaptive multistage sampling rules and stopping rules to perform…

Methodology · Statistics 2011-07-12 Jay Bartroff , Tze Leung Lai

Post-approval safety surveillance of medical products using observational healthcare data can help identify safety issues beyond those found in pre-approval trials. When testing sequentially as data accrue, maximum sequential probability…

Methodology · Statistics 2022-07-07 Martijn J. Schuemie , Fan Bu , Akihiko Nishimura , Marc A. Suchard

We present a novel and easy-to-use method for calibrating error-rate based confidence intervals to evidence-based support intervals. Support intervals are obtained from inverting Bayes factors based on a parameter estimate and its standard…

Methodology · Statistics 2023-06-28 Samuel Pawel , Alexander Ly , Eric-Jan Wagenmakers

In research on eye movements in reading, it is common to analyze a number of canonical dependent measures to study how the effects of a manipulation unfold over time. Although this gives rise to the well-known multiple comparisons problem,…

Applications · Statistics 2016-10-11 Titus von der Malsburg , Bernhard Angele

Based on the work of Romano and Shaikh (2006) and Lehmann and Romano (2005) we give a sufficient criterion for controlling generalised error rates for arbitrarily dependent p-values. This criterion is formulated in terms of matrices…

Methodology · Statistics 2016-12-16 Sebastian Döhler