相关论文: On the Powers of Some New Chi-Square Type Statisti…

In this paper, we compare the powers of several discrete goodness-of-fit test statistics considered by Steele and Chaseling [10] under the null hypothesis of a 'zig-zag' distribution. The results suggest that the Discrete Kolmogorov-Smirnov…

It is often necessary to compare the power spectra of two or more time series: one may, for instance, wish to estimate what the power spectrum of the combined data sets might have been, or one may wish to estimate the significance of a…

We provide necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives of chi-squared test for testing of hypothesis of homogeneity. The number of cells of chi-squared test increases with sample size…

This paper is an extension of the work about the exponential increase of the power of two non-parametric tests: the $ Z $-test and the chi-square goodness-of-fit test. Subject to having auxiliary information, it is possible to improve…

The score test statistic using the observed information is easy to compute numerically. Its large sample distribution under the null hypothesis is well known and is equivalent to that of the score test based on the expected information, the…

In this paper, we develop new test statistics for private hypothesis testing. These statistics are designed specifically so that their asymptotic distributions, after accounting for noise added for privacy concerns, match the asymptotics of…

Based on the test for equality of quantiles originally introduced by Kosorok (1999), we propose new power formulas for the comparison of one quantile between two treatment groups, as well as for the comparison of a collection of quantiles.…

We present a new way of testing ordered hypotheses against all alternatives which overpowers the classical approach both in simplicity and statistical power. Our new method tests the constrained likelihood ratio statistic against the…

Two modifications of the chi square test for comparing usual(unweighted) and weighted histograms and two weighted histograms are proposed. Numerical examples illustrate an application of the tests for the histograms with different…

Over the past decades, various methods for comparing the means of two log-normal have been proposed. Some of them are differing in terms of how the statistic test adjust to accept or to reject the null hypothesis. In this study, a new…

We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…

In this paper we propose and examine gap statistics for assessing uniform distribution hypotheses. We provide examples relevant to data integrity testing for which max-gap statistics provide greater sensitivity than chi-square ($\chi^2$),…

This paper proposes novel tests for the absence of jumps in a univariate semimartingale and for the absence of common jumps in a bivariate semimartingale. Our methods rely on ratio statistics of power variations based on irregular…

Distance correlation has gained much recent attention in the data science community: the sample statistic is straightforward to compute and asymptotically equals zero if and only if independence, making it an ideal choice to discover any…

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…

Testing the equality of the covariance matrices of two high-dimensional samples is a fundamental inference problem in statistics. Several tests have been proposed but they are either too liberal or too conservative when the required…

In this paper we consider testing the equality of probability vectors of two independent multinomial distributions in high dimension. The classical chi-square test may have some drawbacks in this case since many of cell counts may be zero…

The recently introduced framework of universal inference provides a new approach to constructing hypothesis tests and confidence regions that are valid in finite samples and do not rely on any specific regularity assumptions on the…

Pearson's Chi-square test is a widely used tool for analyzing categorical data, yet its statistical power has remained theoretically underexplored. Due to the difficulties in obtaining its power function in the usual manner, Cochran (1952)…

This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…