Related papers: On likelihood ratio tests
In this paper we investigate the asymptotic distribution of likelihood ratio tests in models with several groups, when the number of groups converges with the dimension and sample size to infinity. We derive central limit theorems for the…
Nonparametric generalized likelihood ratio test is popularly used for model checking for regressions. However, there are two issues that may be the barriers for its powerfulness. First, the bias term in its liming null distribution causes…
The present paper answers the following questions related with high-dimensional manova: (i) is it possible to develop a likelihood ratio test for high-dimensional manova? (ii) would such test perform well? (iii) would it be able to…
We study how to perform tests on samples of pairs of observations and predictions in order to assess whether or not the predictions are prudent. Prudence requires that that the mean of the difference of the observation-prediction pairs can…
The likelihood function represents statistical evidence in the context of data and a probability model. Considerable theory has demonstrated that evidence strength for different parameter values can be interpreted from the ratio of…
The idea of fully accepting statements when the evidence has rendered them probable enough faces a number of difficulties. We leave the interpretation of probability largely open, but attempt to suggest a contextual approach to full belief.…
This paper examines the biases and performance of several uncertain inference systems: Mycin, a variant of Mycin. and a simplified version of probability using conditional independence assumptions. We present axiomatic arguments for using…
This paper investigates the performance of a likelihood ratio test in combination with a polynomial subspace projection approach to detect weak transient signals in broadband array data. Based on previous empirical evidence that a…
The likelihood ratio test (LRT) and the related $F$ test, do not (even asymptotically) adhere to their nominal $\chi^2$ and $F$ distributions in many statistical tests common in astrophysics, thereby casting many marginal line or source…
We shall show in this paper that there are experiments which are Bernoulli trials with success probability p > 0.5, and which have the curious feature that it is possible to correctly predict the outcome with probability > p.
The established language for statistical testing --- significance levels, power, and p-values --- is overly complicated and deceptively conclusive. Even teachers of statistics and scientists who use statistics misinterpret the results of…
This article introduces a robust hypothesis testing procedure: the Lq-likelihood-ratio-type test (LqRT). By deriving the asymptotic distribution of this test statistic, the authors demonstrate its robustness both analytically and…
Multiple imputation (MI) inference handles missing data by imputing the missing values $m$ times, and then combining the results from the $m$ complete-data analyses. However, the existing method for combining likelihood ratio tests (LRTs)…
Classical probability theory is based on assumptions which are often violated in practice. Therefore quantum probability is a proposed alternative not only in quantum physics, but also in other sciences. However, so far it mostly criticizes…
Unbinned likelihood fits are frequent in Physics, and often involve complex functions with several components. We discuss the potential pitfalls of situations where the templates used in the fit are not fixed but depend on the event…
We analyze different types of simulations that applied researchers can use to assess whether their inference methods reliably control false-positive rates. We show that different assessments involve trade-offs, varying in the types of…
In this paper, we show that the likelihood-ratio measure (a) is invariant with respect to dominating sigma-finite measures, (b) satisfies logical consequences which are not satisfied by standard $p$-values, (c) respects frequentist…
We study the likelihood ratio test in general mixture models where the base density is parametric, the null is a known fixed mixing distribution, and the alternative is a general mixing distribution supported on a bounded parameter space.…
Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…
Using the likelihood ratio test statistic, we present a method which can be employed to test the hypothesis of a single Higgs boson using the matrix of measured signal strengths. This method can be applied in the presence of incomplete data…