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It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects…

Methodology · Statistics 2016-03-02 Nirian Martin , Leandro Pardo , Konstantinos Zografos

Statistical hypothesis tests typically use prespecified sample sizes, yet data often arrive sequentially. Interim analyses invalidate classical error guarantees, while existing sequential methods require rigid testing preschedules or incur…

Methodology · Statistics 2026-02-17 Chris Holmes , Stephen Walker

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

Randomization tests deliver exact finite-sample Type 1 error control when the null satisfies the randomization hypothesis. In practice, achieving these guarantees often requires stronger conditions than the null hypothesis of primary…

Econometrics · Economics 2026-04-03 Deniz Dutz , Xinyi Zhang

$P$-values that are derived from continuously distributed test statistics are typically uniformly distributed on $(0,1)$ under least favorable parameter configurations (LFCs) in the null hypothesis. Conservativeness of a $p$-value $P$…

Methodology · Statistics 2023-03-13 Daniel Ochieng , Anh-Tuan Hoang , Thorsten Dickhaus

The main purpose of this paper is to introduce first a new family of empirical test statistics for testing a simple null hypothesis when the vector of parameters of interest are defined through a specific set of unbiased estimating…

Statistics Theory · Mathematics 2014-08-19 Narayanaswamy Balakrishnan , Nirian Martín , Leandro Pardo

When researchers carry out a null hypothesis significance test, it is tempting to assume that a statistically significant result lowers Prob(H0), the probability of the null hypothesis being true. Technically, such a statement is…

Applications · Statistics 2022-04-19 Daniel J. Schad , Shravan Vasishth

Much of science is (rightly or wrongly) driven by hypothesis testing. Even in situations where the hypothesis testing paradigm is correct, the common practice of basing inferences solely on p-values has been under intense criticism for over…

Methodology · Statistics 2015-12-31 M. J. Bayarri , Daniel J. Benjamin , James O. Berger , Thomas M. Sellke

Consider a multiple hypothesis testing setting involving rare/weak effects: relatively few tests, out of possibly many, deviate from their null hypothesis behavior. Summarizing the significance of each test by a P-value, we construct a…

Statistics Theory · Mathematics 2021-10-20 David L. Donoho , Alon Kipnis

We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…

Statistics Theory · Mathematics 2013-01-23 Georgios Fellouris , Alexander G. Tartakovsky

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

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

As a common step in refining their scientific inquiry, investigators are often interested in performing some screening of a collection of given statistical hypotheses. For example, they may wish to determine whether any one of several…

Methodology · Statistics 2022-03-04 Adam Elder , Marco Carone , Peter Gilbert , Alex Luedtke

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

Econometrics · Economics 2022-01-19 Ron Mittelhammer , George Judge , Miguel Henry

Rejecting the null hypothesis in two-sample testing is a fundamental tool for scientific discovery. Yet, aside from concluding that two samples do not come from the same probability distribution, it is often of interest to characterize how…

Statistics Theory · Mathematics 2021-09-08 Boris Landa , Rihao Qu , Joseph Chang , Yuval Kluger

This paper places conformal testing in a general framework of statistical hypothesis testing. A standard approach to testing a composite null hypothesis $H$ is to test each of its elements and to reject $H$ when each of its elements is…

Statistics Theory · Mathematics 2024-02-13 Vladimir Vovk

Consider a random vector $(X,Y)$ and let $m(x)=E(Y|X=x)$. We are interested in testing $H_0:m\in {\cal M}_{\Theta,{\cal G}}=\{\gamma(\cdot,\theta,g):\theta \in \Theta,g\in {\cal G}\}$ for some known function $\gamma$, some compact set…

Statistics Theory · Mathematics 2008-07-16 Ingrid Van Keilegom , César Sánchez Sellero , Wenceslao González Manteiga

Hypothesis testing in contingency tables is usually based on asymptotic results, thereby restricting its proper use to large samples. To study these tests in small samples, we consider the likelihood ratio test and define an accurate index,…

Methodology · Statistics 2018-10-04 Natalia L. Oliveira , Carlos A. de B. Pereira , Marcio A. Diniz , Adriano Polpo

Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…

Statistics Theory · Mathematics 2024-05-14 Rahul Singh , Neeraj Misra

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
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