Gaussian Rank Verification

Fuente: arXiv
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Autori principali: Goldwasser, Jeremy, Fithian, Will, Hooker, Giles
Natura: Preprint
Pubblicazione: 2025
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author Goldwasser, Jeremy
Fithian, Will
Hooker, Giles
author_facet Goldwasser, Jeremy
Fithian, Will
Hooker, Giles
contents Statistical experiments often seek to identify random variables with the largest population means. This inferential task, known as rank verification, has been well-studied on Gaussian data with equal variances. This work provides the first treatment of the unequal variances case, utilizing ideas from the selective inference literature. We design a hypothesis test that verifies the rank of the largest observed value without losing power due to multiple testing corrections. This test is subsequently extended for two procedures: Identifying some number of correctly-ordered Gaussian means, and validating the top-K set. The testing procedures are validated on NHANES survey data.
format Preprint
id arxiv_https___arxiv_org_abs_2501_14142
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Gaussian Rank Verification
Goldwasser, Jeremy
Fithian, Will
Hooker, Giles
Methodology
Statistical experiments often seek to identify random variables with the largest population means. This inferential task, known as rank verification, has been well-studied on Gaussian data with equal variances. This work provides the first treatment of the unequal variances case, utilizing ideas from the selective inference literature. We design a hypothesis test that verifies the rank of the largest observed value without losing power due to multiple testing corrections. This test is subsequently extended for two procedures: Identifying some number of correctly-ordered Gaussian means, and validating the top-K set. The testing procedures are validated on NHANES survey data.
title Gaussian Rank Verification
topic Methodology
url https://arxiv.org/abs/2501.14142