Related papers: The relative efficiency of sequential tests
Given a fixed-sample-size test that controls the error probabilities under two specific, but arbitrary, distributions, a 3-stage and two 4-stage tests are proposed and analyzed. For each of them, a novel, concrete, non-asymptotic,…
For randomized controlled trials to be conclusive, it is important to set the target sample size accurately at the design stage. Comparing two normal populations, the sample size calculation requires specification of the variance other than…
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…
Non-compliance is common in real world experiments. We focus on inference about the sample complier average causal effect, that is, the average treatment effect for experimental units who are compliers. We present three types of inference…
The development of a new diagnostic test ideally follows a sequence of stages which, amongst other aims, evaluate technical performance. This includes an analytical validity study, a diagnostic accuracy study and an interventional clinical…
Widely used methods and software for group sequential tests of a null hypothesis of no treatment difference that allow for early stopping of a clinical trial depend primarily on the fact that sequentially-computed test statistics have the…
Testing for change points in sequences of covariance matrices is an important and equally challenging problem in statistical methodology with applications in various fields. Motivated by the observation that even in cases where the ratio…
A popular setting in medical statistics is a group sequential trial with independent and identically distributed normal outcomes, in which interim analyses of the sum of the outcomes are performed. Based on a prescribed stopping rule, one…
This paper investigates the size performance of Wald tests for CAViaR models (Engle and Manganelli, 2004). We find that the usual estimation strategy on test statistics yields inaccuracies. Indeed, we show that existing density estimation…
We describe how to calculate standard errors for A/B tests that include clustered data, ratio metrics, and/or covariate adjustment. We may do this for power analysis/sample size calculations prior to running an experiment using historical…
We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…
Simultaneous statistical inference has been a cornerstone in the statistics methodology literature because of its fundamental theory and paramount applications. The mainstream multiple testing literature has traditionally considered two…
For general repeated measures designs the Wald-type statistic (WTS) is an asymptotically valid procedure allowing for unequal covariance matrices and possibly non-normal multivariate observations. The drawback of this procedure is the poor…
In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…
In comparative studies, such as in causal inference and clinical trials, balancing important covariates is often one of the most important concerns for both efficient and credible comparison. However, chance imbalance still exists in many…
In covariate-adaptive or response-adaptive randomization, the treatment assignment and outcome can be correlated. Under this situation, re-randomization tests are a straightforward and attractive method to provide valid statistical…
AB testing aids business operators with their decision making, and is considered the gold standard method for learning from data to improve digital user experiences. However, there is usually a gap between the requirements of practitioners,…
Post-approval safety surveillance of medical products using observational healthcare data can help identify safety issues beyond those found in pre-approval trials. When testing sequentially as data accrue, maximum sequential probability…
A new unequal probability sampling method is proposed. This method is sequential. The decision to select or not each unit is made based on the order in which the units appear. A variant of this method allows selecting a sample from a…
We study the value of information in sequential compressed sensing by characterizing the performance of sequential information guided sensing in practical scenarios when information is inaccurate. In particular, we assume the signal…