EconPapers    
Economics at your fingertips  
 

Separating Effect From Significance in Markov Chain Tests

Maria Chikina, Alan Frieze, Jonathan C. Mattingly and Wesley Pegden

Statistics and Public Policy, 2020, vol. 7, issue 1, 101-114

Abstract: We give qualitative and quantitative improvements to theorems which enable significance testing in Markov chains, with a particular eye toward the goal of enabling strong, interpretable, and statistically rigorous claims of political gerrymandering. Our results can be used to demonstrate at a desired significance level that a given Markov chain state (e.g., a districting) is extremely unusual (rather than just atypical) with respect to the fragility of its characteristics in the chain. We also provide theorems specialized to leverage quantitative improvements when there is a product structure in the underlying probability space, as can occur due to geographical constraints on districtings.

Date: 2020
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1080/2330443X.2020.1806763 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:usppxx:v:7:y:2020:i:1:p:101-114

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/uspp20

DOI: 10.1080/2330443X.2020.1806763

Access Statistics for this article

Statistics and Public Policy is currently edited by Eric Sampson

More articles in Statistics and Public Policy from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:usppxx:v:7:y:2020:i:1:p:101-114