Estimating statistical significance of the difference between two spectra or series is a fundamental statistical problem. Multivariate significance tests exist but the limitations preclude their use in many common cases; e.g., one-sided testing, unequal variance and when few repetitions are acquired all of which are required in magnetic spectroscopy of nanoparticle Brownian motion (MSB). We introduce a test, termed the T-S test, that is powerful and exact (exact type I error). It is flexible enough to be one- or two-sided and the one-sided version can specify arbitrary regions where each spectrum should be larger. The T-S test takes the-one or two-sided p-value at each frequency and combines them using Stouffer's method. We evaluated it using simulated spectra and measured MSB spectra. For the single-sided version, mean of the spectrum, A-T, was used as a reference; the T-S test is as powerful when the variance at each frequency is uniform and outperforms when the noise power is not uniform. For the two-sided version, the Hotelling T2 two-sided multivariate test was used as a reference; the two-sided T-S test is only slightly less powerful for large numbers of repetitions and outperforms rather dramatically for small numbers of repetitions. The T-S test was used to estimate the sensitivity of our current MSB spectrometer showing 1 nanogram sensitivity. Using eight repetitions the T-S test allowed 15 pM concentrations of mouse IL-6 to be identified while the mean of the spectra only identified 76 pM.
Keywords: Multivariate statistical significance testing; One-sided statistical significance testing.