Related papers: On likelihood ratio tests
The gain-loss ratio is known to enjoy very good properties from a normative point of view. As a confirmation, we show that the best market gain-loss ratio in the presence of a random endowment is an acceptability index and we provide its…
In software testing, the large size of the input domain makes exhaustively testing the inputs a daunting and often impossible task. Pair-wise testing is a popular approach to combinatorial testing problems. This paper reviews Pair-wise…
This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The…
We study the problem of mismatched binary hypothesis testing between i.i.d. distributions. We analyze the tradeoff between the pairwise error probability exponents when the actual distributions generating the observation are different from…
In this work, we explore the application of likelihood ratio as a forensic evidence assessment tool to evaluate the causal mechanism of a bloodstain pattern. It is assumed that there are two competing hypotheses regarding the cause of a…
It is observed that for testing between simple hypotheses where the cost of Type I and Type II errors can be quantified, it is better to let the optimization choose the test size.
We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…
Probabilistic metrology attempts to improve parameter estimation by occasionally reporting an excellent estimate and the rest of the time either guessing or doing nothing at all. Here we show that probabilistic metrology can never improve…
Wilk's theorem, which offers universal chi-squared approximations for likelihood ratio tests, is widely used in many scientific hypothesis testing problems. For modern datasets with increasing dimension, researchers have found that the…
When statisticians quarrel about hypothesis testing, the debate usually focus on which method is the correct one. The fundamental question of whether we should test hypothesis at all tends to be forgotten. This lack of debate has its roots…
We propose randomization tests of whether forecast 1 outperforms forecast 2 across a class of scoring functions. This hypothesis is of applied interest: While the prediction context often prescribes a certain class of scoring functions, it…
The two-parameter Birnbaum-Saunders distribution has been used succesfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data…
Near-miss experiences are one of the main sources of intense emotions. Despite people's consistency when judging near-miss situations and when communicating about them, there is no integrated theoretical account of the phenomenon. In…
Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…
In this paper new families of test statistics are introduced and studied for the problem of comparing two treatments in terms of the likelihood ratio order. The considered families are based on phi-divergence measures and arise as natural…
In decision-making, individuals often rely on intuition, which can occasionally yield suboptimal outcomes. This study examines the impact of intuitive decision-making on individuals who are confronted with limited position information in…
In narrative synthesis of evidence, it can be the case that the only quantitative measures available concerning the efficacy of an intervention is the direction of the effect, i.e. whether it is positive or negative. In such situations, the…
The logical and practical difficulties associated with research interpretation using P values and null hypothesis significance testing have been extensively documented. This paper describes an alternative, likelihood-based approach to…
Inter-rater reliability (IRR) is one of the commonly used tools for assessing the quality of ratings from multiple raters. However, applicant selection procedures based on ratings from multiple raters usually result in a binary outcome; the…
We point out that the traditional notion of test statistic is too narrow, and we propose a natural generalization that is arguably maximal. The study is restricted to simple statistical hypotheses.