相关论文: On likelihood ratio tests

This paper develops a Bayesian approach for assessing equivalence and non-inferiority hypotheses in two-arm trials using relative belief ratios. A relative belief ratio is a measure of statistical evidence and can indicate evidence either…

During the last few years, there has been an interest in comparing simple or heuristic procedures for portfolio selection, such as the naive, equal weights, portfolio choice, against more "sophisticated" portfolio choices, and in explaining…

Researchers often calculate ratios of measured quantities. Specifying confidence limits for ratios is difficult and the appropriate methods are often unknown. Appropriate methods are described (Fieller, Taylor, special bootstrap methods).…

This paper presents a derivation of the Two-Way Likelihood Ratio (G) Test and Comparison to the Two-Way Chi Squared Test

Though the ability of human beings to deal with probabilities has been put into question, the assessment of rarity is a crucial competence underlying much of human decision-making and is pervasive in spontaneous narrative behaviour. This…

We design and implement lab experiments to evaluate the normative appeal of behavior arising from models of ambiguity-averse preferences. We report two main empirical findings. First, we demonstrate that behavior reflects an incomplete…

We describe our solution to the Banff 2 challenge problems as well as the outcomes.

We conduct an extensive evaluation of price jump tests based on high-frequency financial data. After providing a concise review of multiple alternative tests, we document the size and power of all tests in a range of empirically relevant…

When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods…

Choice overload - in which larger choice sets are detrimental to a chooser's well-being - is potentially of great importance in the design of economic policy. Yet the current evidence on its prevalence is inconclusive. We argue that…

Eliciting relevance judgments for ranking evaluation is labor-intensive and costly, motivating careful selection of which documents to judge. Unlike traditional approaches that make this selection deterministically, probabilistic sampling…

The Brier score is frequently used by meteorologists to measure the skill of binary probabilistic forecasts. We show, however, that in simple idealised cases it gives counterintuitive results. We advocate the use of an alternative measure…

I think we can agree that dealing with uncertainty is not easy. Probability is the main tool for dealing with uncertainty, and we know there are many probability-related puzzles and paradoxes. Here I describe a rather idiosyncratic…

In this work, we study non-parametric hypothesis testing problem with distribution function constraints. The empirical likelihood ratio test has been widely used in testing problems with moment (in)equality constraints. However, some…

We propose a new and rather stringent criterion for testing the goodness of fit between a theory and experiment. It is motivated by the paradox that the criterion on \chi^2 for testing a theory is much weaker than the criterion for finding…

Selective classification enhances the reliability of predictive models by allowing them to abstain from making uncertain predictions. In this work, we revisit the design of optimal selection functions through the lens of the Neyman--Pearson…

We discuss a non-intuitive situation concerning percentages.

Testing for a mediation effect is important in many disciplines, but is made difficult - even asymptotically - by the influence of nuisance parameters. Classical tests such as likelihood ratio (LR) and Wald (Sobel) tests have very poor…

It is widely acknowledged that the biomedical literature suffer from a surfeit of false positive results. Part of the reason for this is the persistence of the myth that observation of a p value less than 0.05 is sufficient justification to…

We discuss the use of the Bayesian evidence ratio, or Bayes factor, for model selection in astronomy. We treat the evidence ratio as a statistic and investigate its distribution over an ensemble of experiments, considering both simple…