# Questions tagged [hypothesis-testing]

Hypothesis testing assesses whether data are inconsistent with a given hypothesis rather than being an effect of random fluctuations.

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### Comparison of statistical tests exploring co-dependence of two binary variables

Suppose we observe data $(X_i,Y_i)_{i=1,...,n}$ on two binary variables: $X\in\{0,1\}$ and $Y\in\{0,1\}$. We would like to test if $X$ and $Y$ are co-dependent (related). Standard suggestions in ...
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### How to compare of two Spearman correlations matrices?

I have two non-parametric rank correlations matrices emp and sim (for example, based on Spearman's $\rho$ rank correlation ...
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### When does a UMP test fail to exist?

I have a sample $X=(X_1, ...,X_n)\sim N(\mu,\sigma^2)$ with $\sigma^2$ known. The hypotheses are $H_0: \mu=\mu_0, H_1:\mu \neq \mu_0$. I know that in such a case an UMP test does not exist and so ...
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### Testing for a significant difference between ML estimates: Likelihood ratio or Wald test?

I am trying to test whether or not there is a significant difference between maximum likelihood estimates of two genetic parameters (selection and dominance) across two environments with genotype data ...
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### Understanding Sequential Probability Ratio Test (SPRT) Likelihood Ratio

I am a software developer looking to develop an alternative for the simple hypothesis testing scheme described here. In short, the test works as follows: Two URLs are compared for their ability to ...
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### How to handle multiple measurements per participant, with categorical data?

I've done an experiment where I've collected measurements from a number of participants. Each relevant data point has two variables, both categorical: in fact, each variable has two possible values (...
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### Is the Berry-Esseen theorem useful for justifying normality?

The Kolmogorov-Smirnov (KS) test tells one how confident they can be that a sample comes from a hypothesized distribution. It is my understanding that this test can be used to justify whether or not ...
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### How to test for the difference in skewness of two samples?

I have two samples. From looking at their densities, one appears symmetrical and the other from some right-tailed distribution. I would like to test that the two do not have the same skewness (...
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### Testing for Benford Law in real time

Suppose I have data of a certain quantity $X$, given by $x_1,...,x_n$. Now, I take the first digit $d_i$ of each quantity $x_i$, and I want to study the relationship between the empirical distribution ...
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### Testing for statistical differences of quantile regression line slopes

If I were to compare the statistical similarity between the slopes of OLS regression lines from two independent samples, I would use a t-test to test if the slopes are equal or not. I'd like to ...
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### Skew of p-value distribution under composite null hypotheses

On this page it says ...if HA holds, the p-values have a distribution for which values near 0 are more likely than values near 1. However the p-values may have a distribution that is not ...
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### Unit testing sampling methods

I'm writing a bit of code that makes pretty heavy use of sampling (eg, MCMC, Particle Filters, etc), and I would really like to test it to make sure that it's doing what I think it is before claiming ...
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### How do I compare date-ranges from a time series?

I have a time series which contains monthly readings for air pollution in a city. The seasonality from this time series has been removed. Given two date ranges, for example Jan-Aug 2008 and Jan-Aug ...
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### Probability of selecting maximum in bivariate correlated order statistics?

In a testing, ranking, or selection scenario, we have samples of size n where a measurement is correlated 0<r<1 with some second variable of interest; they are bivariate normally distributed. We'...
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### Why there's never a good reason to use the Jarque-Bera test

This question was inspired by a comment made by @whuber in response to this question regarding the use of distributional tests. The comment stated there is never any reason to use [the Jarque-Bera ...
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### Assessing A/B test results using Python

Problem's setting Assume having results of an A/B test. You let you users experience two variants of your website and you counted how many converted: ...
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### Question on Inference - Catching Cheating Students

In their paper "Catching cheating students", Levitt and Lin propose a simple reduced-form method to identify cheating of students in exams. The strategy works as follows: For each possible pair of ...
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### Exact Null Distribution with Ties

I am interested in deriving exact null distributions for small-sample test statistics with non-trivial ties. Not fundamentally continuous variables that happen to have a few repeated values, but ...
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### Combining Z-scores using Stouffer's approach

Quick background: I require to obtain a single 'score' for comparison between experimental and simulated data. The parameter being tested is the height of various parts (num = 5) of the model. For the ...
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### Statistical test to see whether we drew overly-balanced samples

I have an urn with $R$ red and $B$ black balls. $R$ and $B$ are large numbers. I draw some $n$ samples of different sizes without replacement until the urn is empty. The sizes of the samples are not a ...
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### Hypothesis testing for Gamma distribution

I have a sample $X_1,...,X_n \sim \Gamma(\alpha, \beta)$, where $\alpha, \beta$ - unknown parameters of Gamma distribution. How to build a test for testing $H_0:\alpha=1$ against $H_1:\alpha>1$?
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### How to tell if a sample comes from a distribution with infinite mean?

I observe a sample from a distribution that I expect to be the hitting time $$\tau = \inf\{t>0| X(t)>a\}$$ where $X(t)$ is a Lévy process with $X(0)=0$ and $a$ is some constant. $X$ is not a ...
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### How is it possible to control false discovery rate (FDR) without knowing the power and the prevalence of the nulls?

If we have p-value 0.05, to calculate probability of our discovery to be false positive, we need to use complex formula with prevalence (prior probability) and statistical power. If we have lots of ...
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### Comparing multiple frequency distributions from data and from simulation

I am attempting to analyze the shuffling in the card based online game Magic Arena, which I suspect has a specific bug that causes the distribution of outputs to be biased. Is the approach I have ...
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### Can you statistically compare one subset of a population with the whole population?

I have data (total $n=90$) from a district of testing scores from $3$ subsequent years. I would like to compare MY school to the other schools, but I do not know which schools the other participants ...
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### P-value: Fisherian vs. contemporary frequentist definitions

I am trying to see if I understand the definition of $p$-value as used by Sir R. A. Fisher and the one used today by frequentist statisticians (not sure how to call it better). $p$-value according ...
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### Can I statistically describe a single case/outlier vs. a distribution?

I have a dataset consisting of body weight and corresponding age for a bunch of healthy subjects (grey triangles below). I fit a nonlinear function to this data and graphed a 95% prediction interval. ...
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### How to test whether 2 prediction intervals are statistically different?

I've been struggling with this for a while now, hopefully someone will know how to help me :) Here it is : 1) I'm using a linear mixed effects model on longitudinal data (biological values of many ...
On page 74 of Lehmann's Testing Statistical Hypothesis, the author writes Let $P_0$ and $P_1$ be probability distributions possessing densities $p_0$ and $p_1$ respectively w.r.t. a measure $\mu$ ...