All Questions
Tagged with extreme-value hypothesis-testing
10 questions
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How to do hypothesis testing for Minimum value?
I have a sample with a size of n=100, and I want to show that the minimum value of the underlying distribution is not less than a certain threshold, with a confidence level of 95%.
The distribution of ...
- 101
1
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64
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Definition p-value and find p-value in practice
I have a problem that I can't solution. Let $\mathbf{X}=\{X_1,X_2,\ldots,X_n\}\sim\mathrm{Uniform}(0,\theta)$ and we have $H_0:\theta=\theta_0$ and $H_1:\theta>\theta_0$. We reject the $H_0$ when $...
2
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1
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546
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Hypothesis Testing and the Generalised Extreme Value distribution
Is it correct to say that the generality of the Fisher-Tippett theorem means block-maximum data will always fit a GEV distribution? And how can we reject hypotheses on GEV parameters?
Original ...
- 533
1
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1
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154
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Hypothesis testing for large N small k
I've got a set of differentially expressed biomarkers that I want to check for the significance of this observation.
For a similar problem, I've seen the hypergeometric test being used, where
$k$ = ...
1
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0
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19
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Probability of random population value being higher than sample maximum
Considering a small sample size (n < 10) from a population, I'm trying to find how likely a random population value would be greater than the maximum of the sample.
Hoping ye could help me with ...
- 11
5
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1
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248
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Hypothesis Test: Bound for number of observations from Y that exceed max(X) if X=Y in distribution
I believe this question is related to Extreme Value Theory, an area of statistics that I have not studied.
Let
$X$ and $Y$ be random variables
the null hypothesis be that $X=Y$ in distribution
$\{...
- 265
2
votes
1
answer
1k
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Hypothesis test for minimum/maximum
I need some kind of hypothesis test (or at least a reasonable rule of thumb) that will enable me to validate if observed minimum and/or maximum is "close enough" to the theoretical minimum/maximum. I ...
- 141k
1
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800
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Test extreme value distribution in Logit Model
Suppose I have a Logit regression with error term.
How to test the error term follows an extreme value distribution?
I check Logistic Regression in Wikipedia
it says
The choice of the type-1 ...
- 149
2
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1
answer
206
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Inconsistent outcomes of boostraped hypothesis tests on max and median
I am trying to make an hypothesis test using bootstrapping.
I compute a quantity Q from a sample set (the exact calculation should not be relevant, but let's say ...
- 21
1
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0
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166
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Comparing min and max estimates
What is the most appropriate way to compare two groups of data in which, rather than a single value for each observation, we have two values per subject - a minimum and maximum value?
Basically, one ...
- 131