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The goodness-of-fit test for discrimination of two tail distribution using higher order statistics is proposed. The consistency of proposed test is proved for two different alternatives. We do not assume belonging the corresponding…

统计理论 · 数学 2017-02-21 Igor Vladimirovich Rodionov

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…

统计理论 · 数学 2022-05-31 Edgar Dobriban

The bivariate Poisson distribution is commonly used to model bivariate count data. In this paper we study a goodness-of-fit test for this distribution. We also provide a review of the existing tests for the bivariate Poisson distribution,…

统计理论 · 数学 2019-02-26 Francisco Novoa-Muñoz

This paper develops a smooth test of goodness-of-fit for elliptical distributions. The test is adaptively omnibus, invariant to affine-linear transformations and has a convenient expression that can be broken into components. These…

统计理论 · 数学 2019-02-12 Gilles R. Ducharme , Pierre Lafaye de Micheaux

Large-scale multiple testing is a fundamental problem in high dimensional statistical inference. It is increasingly common that various types of auxiliary information, reflecting the structural relationship among the hypotheses, are…

统计方法学 · 统计学 2021-10-07 Hongyuan Cao , Jun Chen , Xianyang Zhang

In this paper, we treat the problem of testing for normality as a binary classification problem and construct a feedforward neural network that can successfully detect normal distributions by inspecting small samples from them. The…

机器学习 · 统计学 2020-10-08 Miloš Simić

Analysis of low-degree polynomial algorithms is a powerful, newly-popular method for predicting computational thresholds in hypothesis testing problems. One limitation of current techniques for this analysis is their restriction to…

统计理论 · 数学 2020-11-10 Dmitriy Kunisky

In this work we propose a framework for constructing goodness of fit tests in both low and high-dimensional linear models. We advocate applying regression methods to the scaled residuals following either an ordinary least squares or Lasso…

统计方法学 · 统计学 2017-04-11 Rajen D. Shah , Peter Bühlmann

We consider the problem of detecting the presence of a signal in a rank-one spiked Wigner model. For general non-Gaussian noise, assuming that the signal is drawn from the Rademacher prior, we prove that the log likelihood ratio (LR) of the…

统计理论 · 数学 2024-12-19 Hye Won Chung , Jiho Lee , Ji Oon Lee

In this paper, we address the problem of testing goodness-of-fit for discrete distributions, where we focus on the geometric distribution. We define new likelihood-based goodness-of-fit tests using the beta-geometric distribution and the…

统计理论 · 数学 2020-10-09 Rasmus Erlemann , Bo Henry Lindqvist

We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…

应用统计 · 统计学 2020-07-07 Christian Bartels , Johanna Mielke , Ekkehard Glimm

In this paper we provide the asymptotic theory of the general of $\phi$-divergences measures, which include the most common divergence measures : Renyi and Tsallis families and the Kullback-Leibler measure. We are interested in divergence…

统计理论 · 数学 2019-04-01 Ba Amadou Diadie , Gane Samb Lo

We propose an approach to rapidly find the upper limit of separability between datasets that is directly applicable to HEP classification problems. The most common HEP classification task is to use $n$ values (variables) for an object…

高能物理 - 实验 · 物理学 2017-09-01 Nicholas Carrara , Jesse A. Ernst

The Neyman-Pearson strategy for hypothesis testing can be employed for goodness of fit if the alternative hypothesis is selected from data by exploring a rich parametrised family of models, while controlling the impact of statistical…

高能物理 - 唯象学 · 物理学 2024-05-15 Gaia Grosso , Marco Letizia , Maurizio Pierini , Andrea Wulzer

We propose a new omnibus goodness-of-fit test based on trigonometric moments of probability-integral-transformed data. The test builds on the framework of the LK test introduced by Langholz and Kronmal [J. Amer. Statist. Assoc. 86 (1991),…

统计方法学 · 统计学 2026-03-31 Alain Desgagné , Frédéric Ouimet

A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…

统计方法学 · 统计学 2025-10-10 Gitte Kremling , Gerhard Dikta

In this paper we study the problem of signal detection in Gaussian noise in a distributed setting where the local machines in the star topology can communicate a single bit of information. We derive a lower bound on the Euclidian norm that…

信息论 · 计算机科学 2022-02-28 Botond Szabo , Lasse Vuursteen , Harry van Zanten

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

机器学习 · 计算机科学 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

It is well-known that each statistic in the family of power divergence statistics, across $n$ trials and $r$ classifications with index parameter $\lambda\in\mathbb{R}$ (the Pearson, likelihood ratio and Freeman-Tukey statistics correspond…

统计理论 · 数学 2021-12-28 Robert E. Gaunt

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

统计方法学 · 统计学 2026-03-11 Markku Kuismin