Related papers: A new stochastic dominance criterion for dependent…
Stochastic dominance (SD) provides a quantile-based partial ordering of random variables and has broad applications. Its extension to multivariate settings, however, is challenging due to the lack of a canonical ordering in $\mathbb{R}^d$…
Score-based tests have been used to study parameter heterogeneity across many types of statistical models. This chapter describes a new self-normalization approach for score-based tests of mixed models, which addresses situations where…
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…
This note revisits Steel's multiple comparison test which uses Wilcoxon statistics in pairwise comparisons of several treatment samples with a common control sample. It derives means, variances and covariances of the Wilcoxon statistics…
The pairwise winning indices, computed in the Stochastic Multicriteria Acceptability Analysis, give the probability with which an alternative is preferred to another taking into account all the instances of the assumed preference model…
Testing for association or dependence between pairs of random variables is a fundamental problem in statistics. In some applications, data are subject to selection bias that causes dependence between observations even when it is absent from…
The use of Kolmogorov-Smirnov-type statistics for testing stochastic dominance goes back to McFadden (1989). In this paper we extend the approach of Barret and Donald (2003) to the bivariate case, without the assumption of absolute…
Most statistical models for pairwise comparisons, including the Bradley-Terry (BT) and Thurstone models and many extensions, make a relatively strong assumption of stochastic transitivity. This assumption imposes the existence of an…
The problem of measuring conditional dependence between two random phenomena arises when a third one (a confounder) has a potential influence on the amount of information between them. A typical issue in this challenging problem is the…
Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…
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…
Consider Plurality with random tie-breaking. This paper uses standard axiomatic extensions of preferences over elements to preferences over sets (Kelly, Gardenfors, Responsiveness) to characterize all better-replies of a voter under…
We propose some new results on the comparison of the minimum or maximum order statistic from a random number of non-identical random variables. Under the non-identical set-up, with certain conditions, we prove that random minimum (maximum)…
In recent years, stochastic dominance for independent and identically distributed (iid) infinite-mean random variables has received considerable attention. The literature has identified several classes of distributions of nonnegative random…
We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that…
Similarity index is an important scientific tool frequently used to determine whether different pairs of entities are similar with respect to some prefixed characteristics. Some standard measures of similarity index include Jaccard index,…
Statistical significance tests can provide evidence that the observed difference in performance between two methods is not due to chance. In Information Retrieval, some studies have examined the validity and suitability of such tests for…
Gaussian comparison inequalities provide a way of bounding probabilities relating to multivariate Gaussian random vectors in terms of probabilities of random variables with simpler correlation structures. In this paper, we establish the…
In this article, we propose a new method for the fundamental task of testing for dependence between two groups of variables. The response densities under the null hypothesis of independence and the alternative hypothesis of dependence are…
The Statistical Toolkit is an open source system specialized in the statistical comparison of distributions. It addresses requirements common to different experimental domains, such as simulation validation (e.g. comparison of experimental…