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The main purpose of this paper is to introduce first a new family of empirical test statistics for testing a simple null hypothesis when the vector of parameters of interest are defined through a specific set of unbiased estimating…

统计理论 · 数学 2014-08-19 Narayanaswamy Balakrishnan , Nirian Martín , Leandro Pardo

Measurements are generally collected as unilateral or bilateral data in clinical trials or observational studies. For example, in ophthalmologic studies, statistical tests are often based on one or two eyes of an individual. For bilateral…

统计方法学 · 统计学 2020-10-08 Chang-Xing Ma , Kejia Wang

This note contributes to the understanding of generalized entropy power inequalities. Our main goal is to construct a counter-example regarding monotonicity and entropy comparison of weighted sums of independent identically distributed…

信息论 · 计算机科学 2021-10-20 Mokshay Madiman , Piotr Nayar , Tomasz Tkocz

Information theory is built on probability measures and by definition a probability measure has total mass 1. Probability measures are used to model uncertainty, and one may ask how important it is that the total mass is one. We claim that…

信息论 · 计算机科学 2022-02-08 Peter Harremoës

This short note considers the problem of testing the null hypothesis that the mean values of two multivariate normal variables are proportional. We show that the usual likelihood ratio $\chi^2$-test is valid non-asymptotically. Our proof…

统计理论 · 数学 2021-03-10 Etaash Katiyar , Qingyuan Zhao

Testing for independence between two random vectors is a fundamental problem in statistics. It is observed from empirical studies that many existing omnibus consistent tests may not work well for some strongly nonmonotonic and nonlinear…

统计方法学 · 统计学 2024-02-27 Kai Xu , Yeqing Zhou , Liping Zhu , Runze Li

We propose a testing procedure based on the Wilcoxon two-sample test statistic in order to test for change-points in the mean of long-range dependent data. We show that the corresponding self-normalized test statistic converges in…

统计理论 · 数学 2014-09-10 Annika Betken

The network data has attracted considerable attention in modern statistics. In research on complex network data, one key issue is finding its underlying connection structure given a network sample. The methods that have been proposed in…

统计方法学 · 统计学 2024-08-09 Kang Fu , Jianwei Hu , Seydou Keita

In this paper we deal with the problem of testing for the quality of $k$ probability distributions. We introduce a generalization of the maximum mean discrepancy that permits to characterize the null hypothesis. Then, an estimator of it is…

Testing equality of mean vectors is a very commonly used criterion when comparing two multivariate random variables. Traditional tests such as Hotelling's T-squared become either unusable or output small power when the number of variables…

统计方法学 · 统计学 2020-03-17 Santu Ghosh , Deepak Nag Ayyala , Rafael Hellebuyck

Two-sample tests for multivariate data and non-Euclidean data are widely used in many fields. Parametric tests are mostly restrained to certain types of data that meets the assumptions of the parametric models. In this paper, we study a…

统计方法学 · 统计学 2018-05-01 Hao Chen , Xu Chen , Yi Su

This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…

统计理论 · 数学 2009-04-21 N. Balakrishnan , Xingqiu Zhao

As a common step in refining their scientific inquiry, investigators are often interested in performing some screening of a collection of given statistical hypotheses. For example, they may wish to determine whether any one of several…

统计方法学 · 统计学 2022-03-04 Adam Elder , Marco Carone , Peter Gilbert , Alex Luedtke

The energy test is a powerful binning-free, multi-dimensional and distribution-free tool that can be applied to compare a measurement to a given prediction (goodness-of-fit) or to check whether two data samples originate from the same…

数据分析、统计与概率 · 物理学 2018-04-30 G. Zech

This paper examines the statistical properties of a distributional form that arises from pooled testing for the prevalence of a binary outcome. Our base distribution is a two-parameter distribution using a prevalence and excess intensity…

统计方法学 · 统计学 2021-08-11 Ben O'Neill , Angus McLure

This paper introduces a statistical test inferring whether a variable allows separating two classes by means of a single critical value. Its test statistic is the prediction error of a nonparametric threshold classifier. While this approach…

统计方法学 · 统计学 2017-07-17 Fabian Schroeder

We consider a two-sample hypothesis testing problem, where the distributions are defined on the space of undirected graphs, and one has access to only one observation from each model. A motivating example for this problem is comparing the…

In current applied research the most-used route to an analysis of composition is through log-ratios -- that is, contrasts among log-transformed measurements. Here we argue instead for a more direct approach, using a statistical model for…

统计方法学 · 统计学 2023-12-19 David Firth , Fiona Sammut

Despite of many measures applied for determine the difference between two groups of observations, such as mean value, median value, sample stan- dard deviation and so on, we propose a novel non parametric transformation method based on…

应用统计 · 统计学 2014-10-30 Kang Li , Kai Fan

Inference in models where the parameter is defined by moment inequalities is of interest in many areas of economics. This paper develops a new method for improving the performance of generalized moment selection (GMS) testing procedures in…

计量经济学 · 经济学 2020-08-26 Rami V. Tabri , Christopher D. Walker