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A central challenge in hypothesis testing (HT) lies in determining the optimal balance between Type I (false positive) and Type II (non-detection or false negative) error probabilities. Analyzing these errors' exponential rate of convergence, known as error exponents, provides crucial insights into system performance. Error exponents offer a lens through which we can understand how operational restrictions, such as resource constraints and impairments in communications, affect the accuracy of distributed inference in networked systems. This survey presents a comprehensive review of key results in HT, from the foundational Stein's Lemma to recent advancements in distributed HT, all unified through the framework of error exponents. We explore asymptotic and non-asymptotic results, highlighting their implications for designing robust and efficient networked systems, such as event detection through lossy wireless sensor monitoring networks, collective perception-based object detection in vehicular environments, and clock synchronization in distributed environments, among others. We show that understanding the role of error exponents provides a valuable tool for optimizing decision-making and improving the reliability of networked systems.

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Information theory explains how systems encode and transmit information. This article examines the neuronal system, which processes information via neurons that react to stimuli and transmit electrical signals. Specifically, we focus on transfer entropy to measure the flow of information between sequences and explore its use in determining effective neuronal connectivity. We analyze the causal relationships between two discrete time series, X:=Xt:t∈Z and Y:=Yt:t∈Z, which take values in binary alphabets. When the bivariate process (X,Y) is a jointly stationary ergodic variable-length Markov chain with memory no larger than k, we demonstrate that the null hypothesis of the test-no causal influence-requires a zero transfer entropy rate. The plug-in estimator for this function is identified with the test statistic of the log-likelihood ratios. Since under the null hypothesis, this estimator follows an asymptotic chi-squared distribution, it facilitates the calculation of p-values when applied to empirical data. The efficacy of the hypothesis test is illustrated with data simulated from a neuronal network model, characterized by stochastic neurons with variable-length memory. The test results identify biologically relevant information, validating the underlying theory and highlighting the applicability of the method in understanding effective connectivity between neurons.

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The Non-Informative Nuisance Parameter Principle concerns the problem of how inferences about a parameter of interest should be made in the presence of nuisance parameters. The principle is examined in the context of the hypothesis testing problem. We prove that the mixed test obeys the principle for discrete sample spaces. We also show how adherence of the mixed test to the principle can make performance of the test much easier. These findings are illustrated with new solutions to well-known problems of testing hypotheses for count data.

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Proficiency testing (PT) determines the performance of individual laboratories for specific tests or measurements and it is used to monitor the reliability of laboratories measurements. PT plays a highly valuable role as it provides objective evidence of the competence of the participant laboratories. In this paper, we propose a multivariate calibration model to assess equivalence among laboratories measurements in PT. Our method allows to deal with multivariate data, where the item under test is measured at different levels. Although intuitive, the proposed model is nonergodic, which means that the asymptotic Fisher information matrix is random. As a consequence, a detailed asymptotic analysis was carried out to establish the strategy for comparing the results of the participating laboratories. To illustrate, we apply our method to analyze the data from the Brazilian engine test group, PT program, where the power of an engine was measured by eight laboratories at several levels of rotation.

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A continuous time multivariate stochastic model is proposed for assessing the damage of a multi-type epidemic cause to a population as it unfolds. The instants when cases occur and the magnitude of their injure are random. Thus, we define a cumulative damage based on counting processes and a multivariate mark process. For a large population we approximate the behavior of this damage process by its asymptotic distribution. Also, we analyze the distribution of the stopping times when the numbers of cases caused by the epidemic attain levels beyond certain thresholds. We focus on introducing some tools for statistical inference on the parameters related with the epidemic. In this regard, we present a general hypothesis test for homogeneity in epidemics and apply it to data of Covid-19 in Chile.

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Given the limitations of frequentist method for null hypothesis significance testing, different authors recommend alternatives such as Bayesian inference. A poor understanding of both statistical frameworks is common among clinicians. The present is a gentle narrative review of the frequentist and Bayesian methods intended for physicians not familiar with mathematics. The frequentist p-value is the probability of finding a value equal to or higher than that observed in a study, assuming that the null hypothesis (H0) is true. The H0 is rejected or not based on a p threshold of 0.05, and this dichotomous approach does not express the probability that the alternative hypothesis (H1) is true. The Bayesian method calculates the probability of H1 and H0 considering prior odds and the Bayes factor (Bf). Prior odds are the researcher's belief about the probability of H1, and the Bf quantifies how consistent the data is concerning H1 and H0. The Bayesian prediction is not dichotomous but is expressed in continuous scales of the Bf and of the posterior odds. The JASP software enables the performance of both frequentist and Bayesian analyses in a friendly and intuitive way, and its application is displayed at the end of the paper. In conclusion, the frequentist method expresses how consistent the data is with H0 in terms of p-values, with no consideration of the probability of H1. The Bayesian model is a more comprehensive prediction because it quantifies in continuous scales the evidence for H1 versus H0 in terms of the Bf and the

Dadas las limitaciones del método de significancia frecuentista basado en la hipótesis nula, diferentes autores recomiendan alternativas como la inferencia bayesiana. Es común entre los médicos una comprensión deficiente de ambos marcos estadísticos. Esta es una revisión narrativa amigable de los métodos frecuentista y bayesiano dirigida quienes no están familiarizados con las matemáticas. El valor de p frecuentista es la probabilidad de encontrar un valor igual o superior al observado en un estudio, asumiendo que la hipótesis nula (H0) es cierta. La H0 se rechaza o no con base en un umbral p de 0.05, y este enfoque dicotómico no expresa la probabilidad de que la hipótesis alternativa (H1) sea verdadera. El método bayesiano calcula la probabilidad de H1 y H0 considerando las probabilidades a priori y el factor de Bayes (fB). Las probabilidades a priori son la creencia del investigador sobre la probabilidad de H1, y el fB cuantifica cuán consistentes son los datos con respecto a H1 y H0. La predicción bayesiana no es dicotómica, sino que se expresa en escalas continuas del fB y de las probabilidades a posteriori. El programa JASP permite realizar análisis frecuentista y bayesiano de una forma simple e intuitiva, y su aplicación se muestra al final del documento. En conclusión, el método frecuentista expresa cuán consistentes son los datos con H0 en términos de valores p, sin considerar la probabilidad de H1. El modelo bayesiano es una predicción más completa porque cuantifica en escalas continuas la evidencia de H1 versus H0 en términos del fB y de las probabilidades a posteriori.

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Although null hypothesis testing (NHT) is the primary method for analyzing data in many natural sciences, it has been increasingly criticized. Recently, approaches based on information theory (IT) have become popular and were held by many to be superior because it enables researchers to properly assess the strength of the evidence that data provide for competing hypotheses. Many studies have compared IT and NHT in the context of model selection and stepwise regression, but a systematic comparison of the most basic uses of statistics by ecologists is still lacking. We used computer simulations to compare how both approaches perform in four basic test designs (t-test, ANOVA, correlation tests, and multiple linear regression). Performance was measured by the proportion of simulated samples for which each method provided the correct conclusion (power), the proportion of detected effects with a wrong sign (S-error), and the mean ratio of the estimated effect to the true effect (M-error). We also checked if the p-value from significance tests correlated to a measure of strength of evidence, the Akaike weight. In general both methods performed equally well. The concordance is explained by the monotonic relationship between p-values and evidence weights in simple designs, which agree with analytic results. Our results show that researchers can agree on the conclusions drawn from a data set even when they are using different statistical approaches. By focusing on the practical consequences of inferences, such a pragmatic view of statistics can promote insightful dialogue among researchers on how to find a common ground from different pieces of evidence. A less dogmatic view of statistical inference can also help to broaden the debate about the role of statistics in science to the entire path that leads from a research hypothesis to a statistical hypothesis.

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El factor de Bayes resulta una prueba recomendable para la comprobación de las hipótesis esta-dísticas atendiendo al estado de los p valores, empleando la escala de clasificación de Jeffreys preferiblemente

The Bayes factor is a recommended test for the verification of statistical hypotheses taking into account the state of the p values, preferably using the Jeffreys classification scale.

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RESUMO Objetivo: Determinar a prevalência e os fatores de risco para conhecimento insuficiente sobre valores de p entre médicos e terapeutas respiratórios atuantes em terapia intensiva na Argentina. Métodos: Levantamento transversal on-line com 25 questões relativas às características dos participantes, autopercepção e conhecimento sobre valores de p (teoria e prática). Realizaram-se análises de estatística descritiva e regressão logística multivariada. Resultados: Analisaram-se 376 participantes. Não tinham conhecimento a respeito dos valores de p 237 participantes (63,1%). Segundo análise de regressão logística multivariada, falta de treinamento em metodologia científica (RC ajustadas 2,50; IC95% 1,37 - 4,53; p = 0,003) e a quantidade de leitura (< 6 artigos científicos por ano; RC ajustadas 3,27; IC95% 1,67 - 6,40; p = 0,001) foram identificados como independentemente associados com a falta de conhecimento sobre valores de p por parte dos participantes. Conclusão: A prevalência de conhecimento insuficiente com relação a valores de p entre médicos e terapeutas respiratórios na Argentina foi de 63%. Falta de treinamento em metodologia científica e quantidade de leitura (< 6 artigos científicos por ano) foram identificados como independentemente associados com a falta de conhecimento sobre valores de p por parte dos participantes.

ABSTRACT Objective: To determine the prevalence of and risk factors for insufficient knowledge related to p-values among critical care physicians and respiratory therapists in Argentina. Methods: This cross-sectional online survey contained 25 questions about respondents' characteristics, self-perception and p-value knowledge (theory and practice). Descriptive and multivariable logistic regression analyses were conducted. Results: Three hundred seventy-six respondents were analyzed. Two hundred thirty-seven respondents (63.1%) did not know about p-values. According to the multivariable logistic regression analysis, a lack of training on scientific research methodology (adjusted OR 2.50; 95%CI 1.37 - 4.53; p = 0.003) and the amount of reading (< 6 scientific articles per year; adjusted OR 3.27; 95%CI 1.67 - 6.40; p = 0.001) were found to be independently associated with the respondents' lack of p-value knowledge. Conclusion: The prevalence of insufficient knowledge regarding p-values among critical care physicians and respiratory therapists in Argentina was 63%. A lack of training on scientific research methodology and the amount of reading (< 6 scientific articles per year) were found to be independently associated with the respondents' lack of p-value knowledge.

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To perform statistical inference for time series, one should be able to assess if they present deterministic or stochastic trends. For univariate analysis, one way to detect stochastic trends is to test if the series has unit roots, and for multivariate studies it is often relevant to search for stationary linear relationships between the series, or if they cointegrate. The main goal of this article is to briefly review the shortcomings of unit root and cointegration tests proposed by the Bayesian approach of statistical inference and to show how they can be overcome by the Full Bayesian Significance Test (FBST), a procedure designed to test sharp or precise hypothesis. We will compare its performance with the most used frequentist alternatives, namely, the Augmented Dickey-Fuller for unit roots and the maximum eigenvalue test for cointegration.