This paper considers the asymptotic distribution of the likelihood ratio statistic T for testing a subset of parameter of interest θ, θ = (γ, η), H₀: γ = γ₀ ...

The Mann-Whitney U Test, also known as the Wilcoxon Rank Sum Test, is a non-parametric statistical test used to compare two samples or groups. The Mann-Whitney U Test assesses whether two sampled ...

The presentations of the well-known likelihood ratio, Wald and score test statistics in textbooks appear to lack a unified graphical and geometrical interpretation. We present two simple graphical ...

What is the chi-squared test? The chi-squared test, often written as χ 2 test, is a statistical hypothesis test used in the analysis of categorical variables to determine whether observed data are ...

Identifying signatures of recent or ongoing selection is of high relevance in livestock population genomics. From a statistical perspective, determining a proper testing procedure and combining ...

Credit portfolio model validation is an important area of research that remains neglected. Given that credit defaults are typically rare events, density-based tests as suggested by Berkowitz seem to ...