analistica/slides/sections/1.md

89 lines
1.4 KiB
Markdown
Raw Normal View History

# Goal
2020-06-05 16:36:19 +02:00
## Goal
2020-06-06 02:52:49 +02:00
2020-06-10 16:23:33 +02:00
Construct six statistical tests to assert whether a sample comes from a Landau
distribution
2020-06-05 16:36:19 +02:00
2020-06-07 14:32:03 +02:00
. . .
2020-06-05 16:36:19 +02:00
2020-06-10 16:23:33 +02:00
- Generate a sample $L$ from a Landau PDF
- Generate a sample $M$ from a Moyal PDF
2020-06-05 16:36:19 +02:00
2020-06-07 14:32:03 +02:00
. . .
2020-06-10 16:23:33 +02:00
$H_0$: sample following Landau PDF
2020-06-05 16:36:19 +02:00
2020-06-10 16:23:33 +02:00
- can we accept $H_0$ for $L$?
- can we reject $H_0$ for $M$?
2020-06-06 02:53:49 +02:00
2020-06-10 16:23:33 +02:00
## Why Moyal?
2020-06-05 16:36:19 +02:00
2020-06-07 14:32:03 +02:00
The Landau and Moyal PDFs are really similar. Historically, the latter was
2020-06-10 16:23:33 +02:00
utilized as an approximation of the former.
2020-06-05 16:36:19 +02:00
2020-06-12 14:31:08 +02:00
\includegraphics<1>[height=5.5cm]{images/moyal-photo.jpg}
\includegraphics<2>[height=5.5cm]{images/mondau-photo.jpg}
\includegraphics<3>[height=5.5cm]{images/landau-photo.jpg}
2020-06-05 16:36:19 +02:00
2020-06-06 02:53:49 +02:00
## Two similar distributions
2020-06-05 16:36:19 +02:00
2020-06-06 02:53:49 +02:00
:::: {.columns}
::: {.column width=50%}
2020-06-05 16:36:19 +02:00
Landau PDF
$$
L(x) = \frac{1}{\pi} \int \limits_{0}^{+ \infty}
dt \, e^{-t \ln(t) -xt} \sin (\pi t)
$$
:::
2020-06-06 02:53:49 +02:00
::: {.column width=50%}
2020-06-05 16:36:19 +02:00
Moyal PDF
$$
M(x) = \frac{1}{\sqrt{2 \pi}} \exp \left[ - \frac{1}{2}
\left( x + e^{- x} \right) \right]
2020-06-05 16:36:19 +02:00
$$
:::
::::
2020-06-11 19:36:14 +02:00
\vspace{1em}
2020-06-07 14:32:03 +02:00
2020-06-06 02:53:49 +02:00
:::: {.columns}
::: {.column width=50%}
2020-06-05 16:36:19 +02:00
![](images/landau-pdf.pdf)
:::
2020-06-06 02:53:49 +02:00
::: {.column width=50%}
2020-06-05 16:36:19 +02:00
![](images/moyal-pdf.pdf)
:::
::::
2020-06-07 14:32:03 +02:00
2020-06-05 16:36:19 +02:00
## Two similar distributions
![](images/both-pdf.pdf)
2020-06-07 14:32:03 +02:00
## Statistical tests
. . .
2020-06-12 00:51:18 +02:00
- **Properties test**
2020-06-10 16:23:33 +02:00
compatibility between expected and observed PDF properties
2020-06-07 14:32:03 +02:00
. . .
2020-06-12 00:51:18 +02:00
- **Kolmogorov - Smirnov test**
2020-06-10 16:23:33 +02:00
compatibility between expected and empirical CDF
2020-06-07 14:32:03 +02:00
. . .
2020-06-07 14:32:03 +02:00
2020-06-12 00:51:18 +02:00
- **Trapani test**
2020-06-10 16:23:33 +02:00
test for finite or infinite moments