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We consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of the Score Function test,…

Statistics Theory · Mathematics 2015-02-26 Serguei Dachian , Yury Kutoyants , Lin Yang

In many fields of research null hypothesis significance tests and p values are the accepted way of assessing the degree of certainty with which research results can be extrapolated beyond the sample studied. However, there are very serious…

Methodology · Statistics 2020-01-14 Michael Wood

In this paper, we study the hypothesis testing problem of, among $n$ random variables, determining $k$ random variables which have different probability distributions from the rest $(n-k)$ random variables. Instead of using separate…

Information Theory · Computer Science 2013-05-28 Weiyu Xu , Lifeng Lai

The general philosophy for bootstrap or permutation methods for testing hypotheses is to simulate the variation of the test statistic by generating the sampling distribution which assumes both that the null hypothesis is true, and that the…

Methodology · Statistics 2012-05-18 Anna Varvak

Researchers in data-rich disciplines---think of computational genomics and observational cosmology---often wish to mine large bodies of $p$-values looking for significant effects, while controlling the false discovery rate or family-wise…

Methodology · Statistics 2017-06-20 Edgar Dobriban

There is a well-known problem in Null Hypothesis Significance Testing: many statistically significant results fail to replicate in subsequent experiments. We show that this problem arises because standard `point-form null' significance…

Methodology · Statistics 2025-02-06 Fintan Costello , Paul Watts

As increasingly complex hypothesis-testing scenarios are considered in many scientific fields, analytic derivation of null distributions is often out of reach. To the rescue comes Monte Carlo testing, which may appear deceptively simple: as…

Methodology · Statistics 2015-04-13 Egil Ferkingstad , Lars Holden , Geir Kjetil Sandve

We introduce a multiple testing procedure that controls the median of the proportion of false discoveries (FDP) in a flexible way. The procedure only requires a vector of p-values as input and is comparable to the Benjamini-Hochberg method,…

Methodology · Statistics 2024-03-14 Jesse Hemerik , Aldo Solari , Jelle J Goeman

Multiple testing of a single hypothesis and testing multiple hypotheses are usually done in terms of p-values. In this paper we replace p-values with their natural competitor, e-values, which are closely related to betting, Bayes factors,…

Statistics Theory · Mathematics 2021-10-26 Vladimir Vovk , Ruodu Wang

Genome-wide association analysis has generated much discussion about how to preserve power to detect signals despite the detrimental effect of multiple testing on power. We develop a weighted multiple testing procedure that facilitates the…

Statistics Theory · Mathematics 2007-06-13 Kathryn Roeder , Bernie Devlin , Larry Wasserman

A new computation method of frequentist $p$-values and Bayesian posterior probabilities based on the bootstrap probability is discussed for the multivariate normal model with unknown expectation parameter vector. The null hypothesis is…

Methodology · Statistics 2013-12-24 Hidetoshi Shimodaira

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

Hypothesis testing is an essential statistical method in psychology and the cognitive sciences. The problems of traditional null hypothesis significance testing (NHST) have been discussed widely, and among the proposed solutions to the…

Methodology · Statistics 2020-05-28 Riko Kelter

Many large-scale testing procedures learn signal structure from the data to boost power. Direct data reuse can inflate Type-I error ("double dipping"), so a common remedy is masking: withholding some information during learning and using it…

Statistics Theory · Mathematics 2026-04-02 Abhinav Chakraborty , Junu Lee , Eugene Katsevich

This paper presents a hypothesis testing method given independent samples from a number of connected populations. The method is motivated by a forestry project for monitoring change in the strength of lumber. Traditional practice has been…

Statistics Theory · Mathematics 2015-05-15 Song Cai , Jiahua Chen , James V. Zidek

We propose a coupled bootstrap (CB) method for the test error of an arbitrary algorithm that estimates the mean in a Poisson sequence, often called the Poisson means problem. The idea behind our method is to generate two carefully-designed…

Methodology · Statistics 2024-08-20 Natalia L. Oliveira , Jing Lei , Ryan J. Tibshirani

Statistical significance of both the original and the replication study is a commonly used criterion to assess replication attempts, also known as the two-trials rule in drug development. However, replication studies are sometimes conducted…

Applications · Statistics 2024-05-31 Leonhard Held , Samuel Pawel , Charlotte Micheloud

Multiple testing problems are a staple of modern statistical analysis. The fundamental objective of multiple testing procedures is to reject as many false null hypotheses as possible (that is, maximize some notion of power), subject to…

Methodology · Statistics 2020-11-30 Saharon Rosset , Ruth Heller , Amichai Painsky , Ehud Aharoni

We introduce the notion of p*-values (p*-variables), which generalizes p-values (p-variables) in several senses. The new notion has four natural interpretations: operational, probabilistic, Bayesian, and frequentist. A main example of a…

Statistics Theory · Mathematics 2022-02-24 Ruodu Wang

Researchers often lack the resources to test every hypothesis of interest directly or compute test statistics comprehensively, but often possess auxiliary data from which we can compute an estimate of the experimental outcome. We introduce…

Methodology · Statistics 2025-12-16 Ziyu Xu , Catherine Wang , Larry Wasserman , Kathryn Roeder , Aaditya Ramdas