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In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…

Information Theory · Computer Science 2025-01-07 Ching-Fang Li , I-Hsiang Wang

We describe the utility of point processes and failure rates and the most common point process for modeling failure rates, the Poisson point process. Next, we describe the uniformly most powerful test for comparing the rates of two Poisson…

Applications · Statistics 2020-01-14 Rohit Pandey , Yingnong Dang , Gil Lapid Shafriri , Murali Chintalapati , Aerin Kim

In many large multiple testing problems the hypotheses are divided into families. Given the data, families with evidence for true discoveries are selected, and hypotheses within them are tested. Neither controlling the error-rate in each…

Statistics Theory · Mathematics 2011-06-21 Yoav Benjamini , Marina Bogomolov

We show that the control of the false discovery rate (FDR) for a multiple testing procedure is implied by two coupled simple sufficient conditions. The first one, which we call ``self-consistency condition'', concerns the algorithm itself,…

Statistics Theory · Mathematics 2008-10-21 Gilles Blanchard , Etienne Roquain

We consider a multiple hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block, H_1,\dots,H_k, of hypotheses. A rejection rule in this setting amounts to a procedure for…

Statistics Theory · Mathematics 2015-03-25 Max Grazier G'Sell , Stefan Wager , Alexandra Chouldechova , Robert Tibshirani

We study the Non-Homogeneous Sequential Hypothesis Testing (NHSHT), where a single active Decision-Maker (DM) selects actions with heterogeneous positive costs to identify the true hypothesis under an average error constraint \(\delta\),…

Information Theory · Computer Science 2025-10-01 George Vershinin , Asaf Cohen , Omer Gurewitz

In this paper, we study a distributed learning problem constrained by constant communication bits. Specifically, we consider the distributed hypothesis testing (DHT) problem where two distributed nodes are constrained to transmit a constant…

Information Theory · Computer Science 2022-01-25 Xiangxiang Xu , Shao-Lun Huang

In multiple testing several criteria to control for type I errors exist. The false discovery rate, which evaluates the expected proportion of false discoveries among the rejected null hypotheses, has become the standard approach in this…

Methodology · Statistics 2023-11-03 Jacobo de Uña-Álvarez

Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…

Statistics Theory · Mathematics 2007-11-06 Joseph P. Romano , Michael Wolf

The distributed hypothesis testing problem with full side-information is studied. The trade-off (reliability function) between the two types of error exponents under limited rate is studied in the following way. First, the problem is…

Information Theory · Computer Science 2019-04-24 Nir Weinberger , Yuval Kochman

This paper focuses on hypothesis testing for the input of a L\'evy-driven storage system by sampling of the storage level. As the likelihood is not explicit we propose two tests that rely on transformation of the data. The first approach…

Probability · Mathematics 2020-11-23 Michel Mandjes , Liron Ravner

The paper studies distributed binary hypothesis testing over a two-hop relay network where both the relay and the receiver decide on the hypothesis. Both communication links are subject to expected rate constraints, which differs from the…

Information Theory · Computer Science 2021-05-28 Mustapha Hamad , Michèle Wigger , Mireille Sarkiss

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

This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly…

Statistics Theory · Mathematics 2021-11-29 Sebastian Espinosa , Jorge F. Silva , Pablo Piantanida

The traditional approaches to false discovery rate (FDR) control in multiple hypothesis testing are usually based on the null distribution of a test statistic. However, all types of null distributions, including the theoretical,…

Methodology · Statistics 2021-04-13 Kun He , Mengjie Li , Yan Fu , Fuzhou Gong , Xiaoming Sun

Accelerated life tests (ALTs) play a crucial role in reliability analyses, providing lifetime estimates of highly reliable products. Among ALTs, step-stress design increases the stress level at predefined times, while maintaining a constant…

Statistics Theory · Mathematics 2024-02-12 Narayanaswamy Balakrishnan , María Jaenada , Leandro Pardo

We consider Wald's sequential probability ratio test for deciding whether a sequence of independent and identically distributed observations comes from a specified phase-type distribution or from an exponentially tilted alternative…

Probability · Mathematics 2013-07-24 Hansjörg Albrecher , Peiman Asadi , Jevgenijs Ivanovs

The severity of type II errors is frequently ignored when deriving a multiple testing procedure, even though utilizing it properly can greatly help in making correct decisions. This paper puts forward a theory behind developing a multiple…

Methodology · Statistics 2014-03-25 Li He , Sanat K. Sarkar , Zhigen Zhao

The achievable error-exponent pairs for the type I and type II errors are characterized in a hypothesis testing setup where the observation consists of independent and identically distributed samples from either a known joint probability…

Information Theory · Computer Science 2018-09-19 Amos Lapidoth , Christoph Pfister

Given a multiple testing situation, the null hypotheses that appear to have sufficiently low probabilities of truth may be rejected using a simple, nonparametric method of decision theory. This applies not only to posterior levels of…

Probability · Mathematics 2025-10-20 David R. Bickel