diff --git a/slides/sections/5.md b/slides/sections/5.md index e12f369..cd19148 100644 --- a/slides/sections/5.md +++ b/slides/sections/5.md @@ -3,7 +3,9 @@ ## KS -Quantify distance between expected and observed CDF. KS statistic: +Quantify distance between expected and observed CDF. + +KS statistic: :::: {.columns} ::: {.column width=50% .c} @@ -11,9 +13,8 @@ Quantify distance between expected and observed CDF. KS statistic: D_N = \text{sup}_x |F_N(x) - F(x)| $$ - \vspace{20pt} - - $F(x)$ is the expected CDF + - $F_N(x)$ is the empirical CDF - sort points in ascending order - number of points preceding the point normalized by $N$ @@ -58,21 +59,18 @@ Quantify distance between expected and observed CDF. KS statistic: ## KS -$H_0$: points sampled according to $F(x)$ +$\bold{H_0}$: points sampled from $F$ -. . . +::: incremental -If $H_0$ is true: $\sqrt{N}D_N \xrightarrow{N \rightarrow + \infty} K$ +- $\sqrt{N}D_N \xrightarrow{N \rightarrow + \infty} K$, independent of $F$ -$K$ Kolmogorov variable with CDF: +- Kolmogorov variable $K$ with CDF: + $$ + P(K \leqslant K_0) = \frac{\sqrt{2 \pi}}{K_0} + \sum_{j = 1}^{+ \infty} e^{-(2j - 1)^2 \pi^2 / 8 K_0^2} + $$ -$$ - P(K \leqslant K_0) = \frac{\sqrt{2 \pi}}{K_0} - \sum_{j = 1}^{+ \infty} e^{-(2j - 1)^2 \pi^2 / 8 K_0^2} -$$ +- $p$-value given by: $p = 1 - P(K \leq K_0)$ -. . . - -A $p$-value can be computed - -- At 95% confidence level, $H_0$ cannot be disproved if $p > 0.05$ +::: diff --git a/slides/sections/6.md b/slides/sections/6.md index 5104db6..9a06898 100644 --- a/slides/sections/6.md +++ b/slides/sections/6.md @@ -20,12 +20,12 @@ ## Infinite moments -- Generate a sample $L$ from a Landau PDF -- Generate a sample $M$ from a Moyal PDF +- Sample $L$ from a Landau PDF +- Sample $M$ from a Moyal PDF . . . -\vspace{20pt} +\vspace{2em} :::: {.columns} ::: {.column width=50% .c} @@ -50,24 +50,22 @@ ## Infinite moments -- Previous tests: points sampled from Landau PDF? +::: incremental -. . . +- Trapani test: check whether a moment is infinite -- Trapani test: check whether a moment is finite or infinite +- Consistency test: \begin{align*} - \text{infinite} &\thus \text{Landau} \\ + \text{infinite} &\thus \text{may be Landau} \\ \text{finite} &\thus \text{not Landau} \end{align*} -. . . - - Compatibility test with $\mu_k = + \infty$ -. . . - - If points were sampled from a Cauchy distribution... +::: + ## Trapani test @@ -163,7 +161,7 @@ $$ \left[ \sum_{j} \zeta_j (u) - \frac{r}{2} \right] $$ -- If $a_j$ uniformly distributed, for the CLT: +- If $a_j$ uniformly distributed, by the CLT: $$ \sum_j \zeta_j (u) \hence G \left( \frac{r}{2}, \frac{\sqrt{r}}{2} \right) @@ -205,18 +203,19 @@ $$ ## Trapani test -According to L. Trapani [@trapani15]: +MC simulations [@trapani15] gives: - $r = o(N) \hence r = N^{0.75}$ - - $\underbar{u} = -1 \quad \wedge \quad \bar{u} = 1$ - -- $\psi(u) = \frac{1}{2} \, \chi_{[\underbar{u}, \bar{u}]}$ +- $\psi(u)$ uniform . . . -$\mu_k$ must be scale invariant for $k > 1$: -$$ - \mu_k^* = \frac{\mu_k}{ \left( \mu_{\phi} \right)^{k/\phi} } - \with \phi \in (0, k) -$$ +\Begin{alertblock}{Important} + + For $k > 1$, $\mu_k$ must be made scale-invariant: + $$ + \mu_k^* = \frac{\mu_k}{ \left( \mu_{\phi} \right)^{k/\phi} } + \with \phi \in (0, k) + $$ +\End{alertblock}