Related papers: Using the rejection sampling for finding tests
Instead of testing for unanimous agreement, I propose learning how broad of a consensus favors one distribution over another (of earnings, productivity, asset returns, test scores, etc.). Specifically, given a sample from each of two…
Data-driven most powerful tests are statistical hypothesis decision-making tools that deliver the greatest power against a fixed null hypothesis among all corresponding data-based tests of a given size. When the underlying data…
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.…
In the report the approach to estimation of quality of planned experiments is considered. This approach is based on the analysis of uncertainty, which will take place under the future hypotheses testing about the existence of a new…
While running any experiment, we often have to consider the statistical power to ensure an effective study. Statistical power or power ensures that we can observe an effect with high probability if such a true effect exists. However,…
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…
The meaning of randomization tests has become obscure in statistics education and practice over the last century. This article makes a fresh attempt at rectifying this core concept of statistics. A new term -- "quasi-randomization test" --…
Matched case-control studies are commonly employed in epidemiological research for their convenience and efficiency. Analysis of secondary outcomes can yield valuable insights into biological pathways and help identify genetic variants of…
The deviation test belong to core tools in point process statistics, where hypotheses are typically tested considering differences between an empirical summary function and its expectation under the null hypothesis, which depend on a…
Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This paper proposes a novel numerical method to obtain an…
Applied statistical problems often come with pre-specified groupings to predictors. It is natural to test for the presence of simultaneous group-wide signal for groups in isolation, or for multiple groups together. Classical tests for the…
Using fixed point characterization, we develop a new goodness of fit test for uniform distribution. We also discuss how the right censored observations can be incorporated in the proposed test procedure. We study the asymptotic properties…
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…
This paper introduces a new method for change detection in psychometric studies based on the recently introduced pseudo Score statistic, for which the sampling distribution under the alternative hypothesis has been determined. Our approach…
This paper provides tests for detecting sample selection in nonparametric conditional quantile functions. The first test is an omitted predictor test with the propensity score as the omitted variable. As with any omnibus test, in the case…
We develop a theoretical framework for sample splitting in A/B testing environments, where data for each test are partitioned into two splits to measure methodological performance when the true impacts of tests are unobserved. We show that…
This paper introduces a statistical test inferring whether a variable allows separating two classes by means of a single critical value. Its test statistic is the prediction error of a nonparametric threshold classifier. While this approach…
This paper raises concerns about the advantages of using statistical significance tests in research assessments as has recently been suggested in the debate about proper normalization procedures for citation indicators. Statistical…
Minimum divergence methods are popular tools in a variety of statistical applications. We consider tubular model adequacy tests, and demonstrate that the new divergences that are generated in the process are very useful in robust…
A general and relatively simple method for construction of multivariate goodness-of-fit tests is introduced. The proposed test is applied to elliptical distributions. The method is based on a characterization of probability distributions…