An invariance property of common statistical tests
نویسندگان
چکیده
منابع مشابه
An invariance property of kernel based predictors
We consider kernel based learning methods for regression and analyze what happens to the risk minimizer when new variables, statistically independent of input and target variables, are added to the set of input variables. We find that the risk minimizer remains unchanged if we constrain the risk minimization to hypothesis spaces induced by suitable kernel functions. We show that not all kernel ...
متن کاملInvariance in Property Testing
Property testing considers the task of testing rapidly (in particular, with very few samples into the data), if some massive data satisfies some given property, or is far from satisfying the property. For “global properties”, i.e., properties that really depend somewhat on every piece of the data, one could ask how it can be tested by so few samples? We suggest that for “natural” properties, th...
متن کاملStatistical evidence for common ancestry: New tests of universal ancestry
— While there is no doubt among evolutionary biologists that all living species, or merely all living species within a particular group (e.g., animals), share descent from a common ancestor, formal statistical methods for evaluating common ancestry from aligned DNA sequence data have received criticism. One primary criticism is that prior methods take sequence similarity as evidence for common ...
متن کاملTesting , the Role of Chance , Common Statistical Tests
1) Be able to perform the key steps to hypothesis testing 2) Understand the concept and use of the alpha value 3) Understand in general terms how the p value is derived 4) Correctly interpret the p value 5) Distinguish between type I and type II error 6) Understand the relationships among sample size, power, type I and type II error 7) Have a general notion of the concept of power as it relates...
متن کاملAn Invariance Property of Predictors in Kernel-Induced Hypothesis Spaces
We consider kernel-based learning methods for regression and analyze what happens to the risk minimizer when new variables, statistically independent of input and target variables, are added to the set of input variables. This problem arises, for example, in the detection of causality relations between two time series. We find that the risk minimizer remains unchanged if we constrain the risk m...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1997
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(97)00032-3