English
Related papers

Related papers: The uniformly most powerful test of statistical si…

200 papers

In the multiple regression model we prove that the coefficient t-test for a variable of interest is uniformly most powerful unbiased, with the other parameters considered nuisance. The proof is based on the theory of tests with…

Statistics Theory · Mathematics 2025-10-14 Razvan G. Romanescu

Statistical inference on the mean of a Poisson distribution is a fundamentally important problem with modern applications in, e.g., particle physics. The discreteness of the Poisson distribution makes this problem surprisingly challenging,…

Methodology · Statistics 2012-07-03 Ryan Martin , Duncan Ermini Leaf , Chuanhai Liu

The statistical models used to derive the results of experimental analyses are of incredible scientific value and are essential information for analysis preservation and reuse. In this paper, we make the scientific case for systematically…

We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramer-von Mises type is proposed and its asymptotic behavior is studied. We show that under null…

Statistics Theory · Mathematics 2018-06-19 A. S. Dabye , Yu. A. Kutoyants , E. D. Tanguep

The problem of robust hypothesis testing is studied, where under the null and the alternative hypotheses, the data-generating distributions are assumed to be in some uncertainty sets, and the goal is to design a test that performs well…

Signal Processing · Electrical Eng. & Systems 2023-08-08 Zhongchang Sun , Shaofeng Zou

Since its introduction in 1950, Fisher's dispersion test has become a standard means of deciding whether or not count data follow the Poisson distribution. The test is based on a characteristic property of the Poisson distribution, and…

Applications · Statistics 2025-03-21 Erekle Khurodze , Leigh A Roberts

Nested sampling has emerged as a valuable tool for Bayesian analysis, in particular for determining the Bayesian evidence. The method is based on a specific type of random sampling of the likelihood function and prior volume of the…

Instrumentation and Methods for Astrophysics · Physics 2015-05-27 Charles R. Keeton

Security in different applications is closely related to the goodness of the sequences generated for such purposes. Not only in Cryptography but also in other areas, it is necessary to obtain long sequences of random numbers or that, at…

Cryptography and Security · Computer Science 2024-02-07 Elena Almaraz Luengo , Luis Javier García Villalba

In this work, based on a realization of an inhomogeneous Poisson process whose intensity function depends on a real unknown parameter, we consider a simple hypothesis against a sequence of close (contiguous) alternatives. Under certain…

Statistics Theory · Mathematics 2007-07-02 Khosrow Fazli

Motivated by the likelihood ratio test under the Gaussian assumption, we develop a maximum sum-of-squares test for conducting hypothesis testing on high dimensional mean vector. The proposed test which incorporates the dependence among the…

Methodology · Statistics 2015-10-21 Xianyang Zhang

In this work, we introduce statistical testing under distributional shifts. We are interested in the hypothesis $P^* \in H_0$ for a target distribution $P^*$, but observe data from a different distribution $Q^*$. We assume that $P^*$ is…

Methodology · Statistics 2022-05-03 Nikolaj Thams , Sorawit Saengkyongam , Niklas Pfister , Jonas Peters

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

Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…

Methodology · Statistics 2018-05-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

This paper is concerned with a Bayesian approach to testing hypotheses in statistical inverse problems. Based on the posterior distribution $\Pi \left(\cdot |Y = y\right)$, we want to infer whether a feature $\langle\varphi,…

Statistics Theory · Mathematics 2025-03-25 Remo Kretschmann , Frank Werner

This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is…

Statistics Theory · Mathematics 2009-12-23 Andrey Novikov

Models in which the number of goals scored by a team in a soccer match follow a Poisson distribution, or a closely related one, have been widely discussed. We here consider a soccer match as an experiment to assess which of two teams is…

Physics and Society · Physics 2009-09-29 G. K. Skinner , G. H. Freeman

Statistical experiments often seek to identify random variables with the largest population means. This inferential task, known as rank verification, has been well-studied on Gaussian data with equal variances. This work provides the first…

Methodology · Statistics 2025-07-15 Jeremy Goldwasser , Will Fithian , Giles Hooker

We theoretically analyze the problem of testing for $p$-hacking based on distributions of $p$-values across multiple studies. We provide general results for when such distributions have testable restrictions (are non-increasing) under the…

Econometrics · Economics 2022-05-13 Graham Elliott , Nikolay Kudrin , Kaspar Wuthrich

Certain monotonicity properties of the Poisson approximation to the binomial distribution are established. As a natural application of these results, exact (rather than approximate) tests of hypotheses on an unknown value of the parameter…

Probability · Mathematics 2020-08-05 Iosif Pinelis

The negative binomial distribution has been widely used as a more flexible model than the Poisson distribution for count data. However, when the true data-generating process is Poisson, it is often challenging to distinguish it from a…

Statistics Theory · Mathematics 2026-04-07 Yingying Yang , Niloufar Dousti Mousavi , Zhou Yu , Jie Yang