English
Related papers

Related papers: Limitations of Randomization Tests in Finite Sampl…

200 papers

We develop randomization-based tests for heterogeneous treatment effects in the presence of network interference. Leveraging the exposure mapping framework, we study a broad class of null hypotheses that represent various forms of constant…

Econometrics · Economics 2025-06-25 Julius Owusu

Exact null distributions of goodness-of-fit test statistics are generally challenging to obtain in tractable forms. Practitioners are therefore usually obliged to rely on asymptotic null distributions or Monte Carlo methods, either in the…

Methodology · Statistics 2023-09-06 Alberto Fernández-de-Marcos , Eduardo García-Portugués

In finite population causal inference exact randomization tests can be constructed for sharp null hypotheses, i.e. hypotheses which fully impute the missing potential outcomes. Oftentimes inference is instead desired for the weak null that…

Statistics Theory · Mathematics 2021-12-03 Peter L. Cohen , Colin B. Fogarty

Given independent samples from P and Q, two-sample permutation tests allow one to construct exact level tests when the null hypothesis is P=Q. On the other hand, when comparing or testing particular parameters $\theta$ of P and Q, such as…

Statistics Theory · Mathematics 2013-04-23 EunYi Chung , Joseph P. Romano

Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…

Applications · Statistics 2020-12-07 Wolfgang Rolke

The Fisher randomization test (FRT) is appropriate for any test statistic, under a sharp null hypothesis that can recover all missing potential outcomes. However, it is often sought after to test a weak null hypothesis that the treatment…

Methodology · Statistics 2020-11-09 Jason Wu , Peng Ding

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" --…

Methodology · Statistics 2023-04-05 Yao Zhang , Qingyuan Zhao

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai

Switchback experiments--alternating treatment and control over time--are widely used when unit-level randomization is infeasible, outcomes are aggregated, or user interference is unavoidable. In practice, experimentation must support fast…

Methodology · Statistics 2026-02-27 Jizhou Liu , Liang Zhong

Null Hypothesis Statistical Testing is a dominant framework for conducting statistical analysis across the sciences. There remains considerable debate as to whether, and under what circumstances, evidence can be said to be confirmatory of a…

Statistics Theory · Mathematics 2024-05-28 Reid Dale

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…

Statistics Theory · Mathematics 2022-11-07 Zihao Li , Huangjun Zhu , Masahito Hayashi

We establish topological necessary and sufficient conditions under which a pair of statistical hypotheses can be consistently distinguished when i.i.d. observations are recorded only to finite precision. To accommodate finite-precision…

Statistics Theory · Mathematics 2026-05-06 Philip Boeken , Eduardo Skapinakis , Konstantin Genin , Joris M. Mooij

While the evaluation of explanations is an important step towards trustworthy models, it needs to be done carefully, and the employed metrics need to be well-understood. Specifically model randomization testing is often overestimated and…

Permutation tests are widely used in statistics, providing a finite-sample guarantee on the type I error rate whenever the distribution of the samples under the null hypothesis is invariant to some rearrangement. Despite its increasing…

Statistics Theory · Mathematics 2022-05-26 Ilmun Kim , Sivaraman Balakrishnan , Larry Wasserman

A central problem in Binary Hypothesis Testing (BHT) is to determine the optimal tradeoff between the Type I error (referred to as false alarm) and Type II (referred to as miss) error. In this context, the exponential rate of convergence of…

Information Theory · Computer Science 2021-11-29 Sebastian Espinosa , Jorge F. Silva , Pablo Piantanida

In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…

Econometrics · Economics 2025-06-12 Holger Dette , Kathrin Möllenhoff , Dominik Wied

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

Econometrics · Economics 2022-04-22 Marinho Bertanha , EunYi Chung

We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…

Methodology · Statistics 2024-02-19 Nils Sturma , Mathias Drton , Dennis Leung

In large scale genetic association studies, a primary aim is to test for association between genetic variants and a disease outcome. The variants of interest are often rare, and appear with low frequency among subjects. In this situation,…

Methodology · Statistics 2017-12-20 Arjun Sondhi , Kenneth Martin Rice