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We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…

Methodology · Statistics 2022-10-27 Philipp Eller , Lolian Shtembari

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

Statistics Theory · Mathematics 2020-12-21 Sebastian Kersting , Michael Kohler

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

Econometrics · Economics 2022-01-19 Ron Mittelhammer , George Judge , Miguel Henry

Extropy was introduced as a dual complement of the Shannon entropy. In this investigation, we consider failure extropy and its dynamic version. Various basic properties of these measures are presented. It is shown that the dynamic failure…

Statistics Theory · Mathematics 2021-04-29 Suchandan Kayal

Uncertainty quantification is a critical aspect of machine learning models, providing important insights into the reliability of predictions and aiding the decision-making process in real-world applications. This paper proposes a novel way…

Machine Learning · Computer Science 2024-01-02 Yusuf Sale , Paul Hofman , Lisa Wimmer , Eyke Hüllermeier , Thomas Nagler

The software Randentropy is designed to estimate inequality in a random system where several individuals interact moving among many communities and producing dependent random quantities of an attribute. The overall inequality is assessed by…

Statistical Finance · Quantitative Finance 2021-03-17 Guglielmo D'Amico , Stefania Scocchera , Loriano Storchi

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…

Statistics Theory · Mathematics 2016-04-21 Daniel Gaigall

In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…

Statistics Theory · Mathematics 2020-03-25 Antonio Di Crescenzo , Luca Paolillo

Entropy is one of the key thermodynamic variables reflecting changes in the state of matter. Unlike other thermodynamic variables, it is well-defined also for nonequilibrium steady states through its relation to information. Applying this…

Statistical Mechanics · Physics 2026-04-15 Haim Diamant , Gil Ariel

Most machine learning models operate under the assumption that the training, testing and deployment data is independent and identically distributed (i.i.d.). This assumption doesn't generally hold true in a natural setting. Usually, the…

Machine Learning · Computer Science 2021-12-14 Kumud Lakara , Akshat Bhandari , Pratinav Seth , Ujjwal Verma

A survey of goodness-of-fit and symmetry tests based on the characterization properties of distributions is presented. This approach became popular in recent years. In most cases the test statistics are functionals of $U$-empirical…

Statistics Theory · Mathematics 2017-07-07 Ya. Yu. Nikitin

We present a simple comparative framework for testing and developing uncertainty modeling in uncertain marching cubes implementations. The selection of a model to represent the probability distribution of uncertain values directly…

Human-Computer Interaction · Computer Science 2024-09-16 Robert Sisneros , Tushar M. Athawale , David Pugmire , Kenneth Moreland

This paper provides conditions under which subsampling and the bootstrap can be used to construct estimators of the quantiles of the distribution of a root that behave well uniformly over a large class of distributions $\mathbf{P}$. These…

Statistics Theory · Mathematics 2013-02-19 Joseph P. Romano , Azeem M. Shaikh

Application of the exact statistical inference frequently leads to a non-standard probability distributions of the considered estimators or test statistics. The exact distributions of many estimators and test statistics can be specified by…

Computation · Statistics 2018-01-09 Viktor Witkovský

Based on the q-exponential distribution which has been observed in more and more physical systems, the varentropy method is used to derive the uncertainty measure of such an abnormal distribution function. The uncertainty measure obtained…

Mathematical Physics · Physics 2010-09-07 Congjie Ou , Aziz El Kaabouchi , Qiuping A. Wang , Jincan Chen

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…

Statistics Theory · Mathematics 2016-11-21 Emanuele Taufer

The field of property testing of probability distributions, or distribution testing, aims to provide fast and (most likely) correct answers to questions pertaining to specific aspects of very large datasets. In this work, we consider a…

Data Structures and Algorithms · Computer Science 2015-04-27 Clément L. Canonne

The R\'enyi entropy is a generalization of the Shannon entropy and is widely used in mathematical statistics and applied sciences for quantifying the uncertainty in a probability distribution. We consider estimation of the quadratic R\'enyi…

Statistics Theory · Mathematics 2013-03-08 David Källberg , Nikolaj Leonenko , Oleg Seleznjev

This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions…

Methodology · Statistics 2015-02-20 Ana M. Bianco , Graciela Boente , Isabel M. Rodrigues

The profile of a sample is the multiset of its symbol frequencies. We show that for samples of discrete distributions, profile entropy is a fundamental measure unifying the concepts of estimation, inference, and compression. Specifically,…

Machine Learning · Statistics 2020-02-27 Yi Hao , Alon Orlitsky