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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

The robust rank-order test (Fligner and Policello, 1981) was designed as an improvement of the non-parametric Wilcoxon-Mann-Whitney U-test to be more appropriate when the samples being compared have unequal variance. However, it tends to be…

Methodology · Statistics 2020-09-08 Nirvik Sinha

Most existing methods for testing equality of means of functional data from multiple populations rely on assumptions of equal covariance and/or Gaussianity. In this work we provide a new testing method based on a statistic that is…

Methodology · Statistics 2025-09-30 Chuang Xu , Andrew T. A. Wood , Yanrong Yang

We discuss a one-sample location test that can be used in the case of high-dimensional data. For high-dimensional data, the power of Hotelling's test decrises when the dimension is close to the sample size. To address this loss of power,…

Statistics Theory · Mathematics 2014-05-13 Masashi Hyodo , Takahiro Nishiyama

Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…

Machine Learning · Statistics 2024-03-05 Christoph Jansen , Georg Schollmeyer , Hannah Blocher , Julian Rodemann , Thomas Augustin

Consider two batches of independent or interdependent exponentiated location-scale distributed heterogeneous random variables. This article investigates ordering results for the second-order statistics from these batches when a vector of…

Statistics Theory · Mathematics 2021-04-20 Sangita Das , Suchandan Kayal

In this paper, a new goodness-of-fit test for a location-scale family based on progressively Type-II censored order statistics is proposed. Using Monte Carlo simulation studies, the present researchers have observed that the proposed test…

Statistics Theory · Mathematics 2017-04-25 Hamzeh Torabi , Sayyed Mahmoud Mirjalili , Hossein Nadeb

In this paper, we have considered the dense rank for assigning positions to alternatives in weak orders. If we arrange the alternatives in tiers (i.e., indifference classes), the dense rank assigns position 1 to all the alternatives in the…

Theoretical Economics · Economics 2023-07-03 José Luis García-Lapresta , Miguel Martínez-Panero

This paper introduces a novel two-sample test for a broad class of orthogonally equivalent positive definite symmetric matrix distributions. Our test is the first of its kind and we derive its asymptotic distribution. To estimate the test…

Methodology · Statistics 2023-08-15 Žikica Lukić , Bojana Milošević

We introduce fully nonparametric two-sample tests for testing the null hypothesis that the samples come from the same distribution if the values are only indirectly given via current status censoring. The tests are based on the likelihood…

Statistics Theory · Mathematics 2013-07-12 Piet Groeneboom

Given two independent samples of non-negative random variables with unknown distribution functions $F$ and $G$, respectively, we introduce and discuss two tests for the hypothesis that $F$ is less than or equal to $G$ in increasing convex…

Statistics Theory · Mathematics 2009-02-10 Ludwig Baringhaus , Rudolf Grübel

We present supremum Lagrange Multiplier tests to compare a linear ARMA specification against its threshold ARMA extension. We derive the asymptotic distribution of the test statistics both under the null hypothesis and contiguous local…

Methodology · Statistics 2021-11-19 Greta Goracci , Simone Giannerini , Kung-Sik Chan , Howell Tong

A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…

Machine Learning · Computer Science 2024-07-01 Weizhi Li , Prad Kadambi , Pouria Saidi , Karthikeyan Natesan Ramamurthy , Gautam Dasarathy , Visar Berisha

In this paper, we propose novel, fully Bayesian non-parametric tests for one-sample and two-sample multivariate location problems. We model the underlying distribution using a Dirichlet process prior, and develop a testing procedure based…

Statistics Theory · Mathematics 2021-08-03 Indrabati Bhattacharya , Subhashis Ghosal

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

Testing mutual independence for high-dimensional observations is a fundamental statistical challenge. Popular tests based on linear and simple rank correlations are known to be incapable of detecting non-linear, non-monotone relationships,…

Statistics Theory · Mathematics 2020-02-06 Mathias Drton , Fang Han , Hongjian Shi

Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…

Methodology · Statistics 2011-11-01 Mohamed Boutahar , Denys Pommeret

We propose new classes of tests for the Pareto type I distribution using the empirical characteristic function. These tests are $U$ and $V$ statistics based on a characterisation of the Pareto distribution involving the distribution of the…

Methodology · Statistics 2023-01-24 L. Ndwandwe , J. S. Allison , M. Smuts , I. J. H. Visagie

We propose a framework for analyzing and comparing distributions, allowing us to design statistical tests to determine if two samples are drawn from different distributions. Our test statistic is the largest difference in expectations over…

Machine Learning · Computer Science 2008-05-16 Arthur Gretton , Karsten Borgwardt , Malte J. Rasch , Bernhard Scholkopf , Alexander J. Smola

This paper provides a theorem to compare the minimum total cost of two different Euclidean Random Assignment Problems with the same number of points, using the stochastic order of the costs of one of the pairs in these two problems. The…

Mathematical Physics · Physics 2023-03-30 Matteo D'Achille , Yuqi Liu