相关论文: Distribution free testing of grouped Bernoulli tri…

Permutation tests date back nearly a century to Fisher's randomized experiments, and remain an immensely popular statistical tool, used for testing hypotheses of independence between variables and other common inferential questions. Much of…

Measuring the effect of peers on individuals' outcomes is a challenging problem, in part because individuals often select peers who are similar in both observable and unobservable ways. Group formation experiments avoid this problem by…

We consider training and testing on mixture distributions with different training and test proportions. We show that in many settings, and in some sense generically, distribution shift can be beneficial, and test performance can improve due…

Permutation tests are widely used in statistics, providing a finite-sample guarantee on the type I error rate whenever the distribution of the samples under the null hypothesis is invariant to some rearrangement. Despite its increasing…

This paper proposes new tests of conditional independence of two random variables given a single-index involving an unknown finite-dimensional parameter. The tests employ Rosenblatt transforms and are shown to be distribution-free while…

Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal…

We show posterior convergence for the community structure in the planted bi-section model, for several interesting priors. Examples include where the label on each vertex is iid Bernoulli distributed, with some parameter $r\in(0,1)$. The…

We propose a new powerful family of tests of univariate normality. These tests are based on an initial value problem in the space of characteristic functions originating from the fixed point property of the normal distribution in the zero…

Analyzing football score data with statistical techniques, we investigate how the highly co-operative nature of the game is reflected in averaged properties such as the distributions of scored goals for the home and away teams. It turns out…

Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…

We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that…

A new class of distributional transformations is introduced, characterized by equations relating function weighted expectations of test functions on a given distribution to expectations of the transformed distribution on the test function's…

In this paper we show the distributions of sliding block patterns for Bernoulli processes with finite alphabet, which is not based on the induction on sample size. We show a new inclusion-exclusion formula in multivariate generating…

Assessing goodness of fit to a given distribution plays an important role in computational statistics. The Probability integral transformation (PIT) can be used to convert the question of whether a given sample originates from a reference…

We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…

The impetus for writing this paper are the well publicized media reports that software failure was the cause of the two recent mishaps of the Boeing 737 Max aircraft. The problem considered here though, is a specific one, in the sense that…

Invariance-based randomization tests -- such as permutation tests, rotation tests, or sign changes -- are an important and widely used class of statistical methods. They allow drawing inferences under weak assumptions on the data…

Consider a population consisting of clusters of sampling units, evolving temporally, spatially, or according to other dynamics. We wish to monitor the evolution of its means, medians, or other parameters. For administrative convenience and…

We consider the error distribution in functional linear models with scalar response and functional covariate. Different asymptotic expansions of the empirical distribution function and the empirical characteristic function based on…

Using cumulative residual processes, we propose joint goodness-of-fit tests for conditional means and variances functions in the context of nonlinear time series with martingale difference innovations. The main challenge comes from the fact…