slides: misc changes requested by rnhmjoj
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@ -45,6 +45,11 @@ header-includes: |
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\hspace{30pt} \Longrightarrow \hspace{30pt}
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}
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% "thus" in text
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\DeclareMathOperator{\hence}{%
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\quad \longrightarrow \quad
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}
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% "and" in formulas
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\DeclareMathOperator{\et}{%
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\hspace{30pt} \wedge \hspace{30pt}
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@ -84,10 +84,10 @@ utilized in the approximation of the former.
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. . .
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- Kolmogorov - Smirnov:
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- Kolmogorov - Smirnov test:
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- compatibility between expected and observed CDF
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. . .
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- Trapani test:
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- compatibility between expected and observed momenta
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- compatibility between expected and observed moments
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@ -35,7 +35,7 @@ $$
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## Landau mode
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- Maximum $\quad \Longrightarrow \quad \partial_x L(\mu) = 0$
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- Maximum $\hence \partial_x L(\mu) = 0$
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. . .
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@ -8,7 +8,7 @@ how to estimate their median, mode and FWHM?
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. . .
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- Binning data $\quad \longrightarrow \quad$ result depending on bin-width
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- Binning data $\hence$ result depending on bin-width
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. . .
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@ -27,7 +27,7 @@ Median:
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::: {.column width=50%}
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$$
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\thus \text{Compatible!}
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\hence \text{Compatible!}
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$$
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:::
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::::
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@ -46,7 +46,7 @@ Mode:
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::: {.column width=50%}
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$$
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\thus \text{Compatible!}
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\hence \text{Compatible!}
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$$
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:::
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::::
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@ -65,7 +65,7 @@ FWHM:
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::: {.column width=50%}
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$$
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\thus \text{Compatible!}
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\hence \text{Compatible!}
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$$
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:::
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::::
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@ -89,7 +89,7 @@ $$
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reverse sampling
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- sampling $y$ uniformly in [0, 1] $\quad \longrightarrow \quad x = Q_M(y)$
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- sampling $y$ uniformly in [0, 1] $\hence x = Q_M(y)$
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## Compatibility results:
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@ -104,7 +104,7 @@ Median:
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::: {.column width=50%}
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$$
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\thus \text{Not compatible!}
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\hence \text{Not compatible!}
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$$
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:::
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::::
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@ -123,7 +123,7 @@ Mode:
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::: {.column width=50%}
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$$
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\thus \text{Compatible!}
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\hence \text{Compatible!}
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$$
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:::
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::::
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@ -142,7 +142,7 @@ FWHM:
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::: {.column width=50%}
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$$
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\thus \text{Compatible!}
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\hence \text{Compatible!}
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$$
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:::
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::::
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@ -62,7 +62,7 @@ Landau sample:
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::: {.column width=50%}
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$$
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\thus \text{Compatible!}
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\hence \text{Compatible!}
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$$
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:::
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::::
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@ -81,7 +81,7 @@ Moyal sample:
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::: {.column width=50%}
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$$
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\thus \text{Not compatible!}
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\hence \text{Not compatible!}
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$$
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:::
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::::
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@ -1,12 +1,12 @@
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# Trapani test
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## Finite/infinite momenta
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## Infinite moments
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For a Landau PDF:
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\begin{align*}
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E_L[x] &\longrightarrow + \infty \\
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V_L[x] &\longrightarrow + \infty
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V_L[x] \text{undefined}
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\end{align*}
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. . .
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@ -18,9 +18,9 @@ For a Moyal PDF:
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\end{align*}
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## Finite/infinite momenta
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## Infinite moments
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- Check whether a momentum is finite or infinite
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- Check whether a moment is finite or infinite
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\begin{align*}
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\text{infinite} &\thus Landau \\
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\text{finite} &\thus Moyal
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@ -39,7 +39,7 @@ For a Moyal PDF:
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- Random variable $\left\{ x_i \right\}$ sampled from a distribution $f$
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- Sample moments according to $f$ moments
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- $H_0$: $\mu_k \longrightarrow + \infty$
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- Statistic with chi-squared distribution
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- Statistic with 1 dof chi-squared distribution
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:::
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@ -129,9 +129,9 @@ $$
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If $a_j$ uniformly distributed and $N \rightarrow + \infty$, for the CLT:
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$$
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\sum_j \zeta_j (u) \quad \text{follows} \quad
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\sum_j \zeta_j (u) \hence
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G \left( \frac{r}{2}, \frac{r}{4} \right)
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\thus \vartheta (u) \quad \text{follows} \quad
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\thus \vartheta (u) \hence
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G \left( 0, 1 \right)
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$$
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@ -139,7 +139,7 @@ $$
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- Test statistic:
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$$
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\chi^2 = \int_{\underbar{u}}^{\bar{u}} du \vartheta^2 (u)
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\Theta = \int_{\underbar{u}}^{\bar{u}} du \, \vartheta^2 (u) \psi(u)
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$$
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@ -147,8 +147,9 @@ $$
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According to L. Trapani (10.1016/j.jeconom.2015.08.006):
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- $r = o(N)$
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- $r = o(N) \hence r = N^{0.75}$
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- $\underbar{u} = 1 \quad \wedge \quad \bar{u} = 1$
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- $\psi(u) = \chi_{[\underbar{u}, \bar{u}]}$
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. . .
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@ -160,45 +161,90 @@ $$
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$$
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## Trapani test
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If $\mu_k \ne + \infty \hence \left\{ a_j \right\}$ are not uniformly distributed
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\vspace{20pt}
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Rewriting:
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$$
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\vartheta (u) = \frac{2}{\sqrt{r}}
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\left[ \sum_{j} \zeta_j (u) - \frac{r}{2} \right]
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= \frac{2}{\sqrt{r}}
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\sum_{j} \left[ \zeta_j (u) - \frac{1}{2} \right]
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$$
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\vspace{20pt}
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Residues become very large $\hence$ $p$-values decreases.
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# Samples results
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## Samples results
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$N = 50000$ sampled points
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. . .
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Landau sample:
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:::: {.columns}
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::: {.column width=50%}
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- $D = 0.004$
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- $p = 0.379$
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::: {.column width=33%}
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$$
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\mu_1
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\begin{cases}
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\Theta = 0.255 \\
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p = 0.614
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\end{cases}
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$$
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:::
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::: {.column width=50%}
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::: {.column width=33% .c}
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$$
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\thus \text{Compatible!}
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\mu_2
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\begin{cases}
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\Theta = 0.432 \\
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p = 0.511
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\end{cases}
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$$
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:::
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::: {.column width=33% .c}
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$$
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\hence \text{Infinite!}
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$$
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:::
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::::
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\vspace{10pt}
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. . .
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\vspace{20pt}
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Moyal sample:
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:::: {.columns}
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::: {.column width=50%}
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- $D = 0.153$
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- $p = 0.000$
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::: {.column width=33%}
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$$
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\mu_1
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\begin{cases}
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\Theta^2 = 106 \\
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p = 0.000
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\end{cases}
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$$
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:::
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::: {.column width=50%}
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::: {.column width=33%}
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$$
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\thus \text{Not compatible!}
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\mu_2
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\begin{cases}
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\Theta^2 = 162 \\
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p = 0.000
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\end{cases}
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$$
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:::
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::: {.column width=33% .c}
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$$
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\hence \text{Finite!}
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$$
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:::
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::::
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