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Statistics My research on learning without priors made me
wonder what statistics has to say about learning without priors. After a big
investment I found out that my methods can add to the statistical literature.
In particular, I have now found the first exact nonparametric
distribution-free test for comparing means of two independent samples. |
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Software: - programs for upper (matlab, STATA) and for lower (matlab, STATA) confidence bounds of the mean of a single sample (to be used to
generate a confidence interval for the mean) - programs for comparing means of two independent
samples using UMPU test (matlab, STATA) (default and when sample sizes not similar), or using Z test (matlab) (advanced, when sample sizes similar). - matlab program for comparing means given matched
pairs - programs for testing stochastic inequality (STATA, matlab), this is a test that can also be used for categorical data that is a
very powerful alternative to mean tests when samples sizes are small - for matlab programs for variance and covariance
write me. |
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Working papers: Finite Sample
Nonparametric Tests for Linear Regressions (joint with Olivier Gossner)
(March 10, 2010) Exact Hypothesis Testing without Assumptions - New and Old Results not
only for Experimental Game Theory (July 5, 2008) A New Method for Constructing
Exact Tests without Making any Assumptions (August, 2008) Department of Economics and Business Working Paper
1109, Universitat Pompeu Fabra Bringing Game Theory to Hypothesis
Testing: Establishing Finite Sample Bounds on Inference (June, 2008) Department of Economics and Business
Working Paper 1099, Universitat Pompeu Fabra Exact Tests for Correlation and
for the Slope in Simple Linear Regressions without Making Assumptions (June, 2008), Department of Economics and Business
Working Paper 1097, Universitat Pompeu Fabra How
to Attain Minimax Risk with Applications to Distribution-Free and Nonparametric
Estimation, Testing and Selection (this version March 12, 2007, earlier version as ECO WP 2006/26, note that
only this earlier version contains results on Hannan regret) Exact
Nonparametric Tests for Comparing Means - A Personal Summary (December 14, 2006) |
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Erstellt von: j.rackl@online.de |
Last Updated: 21.06.2009 |