slides: misc changes requested by rnhmjoj

This commit is contained in:
Giù Marcer 2020-06-09 16:28:53 +00:00 committed by rnhmjoj
parent 08ae354e04
commit 95a0ddb2f9
8 changed files with 87 additions and 36 deletions

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@ -45,6 +45,11 @@ header-includes: |
\hspace{30pt} \Longrightarrow \hspace{30pt}
}
% "thus" in text
\DeclareMathOperator{\hence}{%
\quad \longrightarrow \quad
}
% "and" in formulas
\DeclareMathOperator{\et}{%
\hspace{30pt} \wedge \hspace{30pt}

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@ -84,10 +84,10 @@ utilized in the approximation of the former.
. . .
- Kolmogorov - Smirnov:
- Kolmogorov - Smirnov test:
- compatibility between expected and observed CDF
. . .
- Trapani test:
- compatibility between expected and observed momenta
- compatibility between expected and observed moments

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@ -35,7 +35,7 @@ $$
## Landau mode
- Maximum $\quad \Longrightarrow \quad \partial_x L(\mu) = 0$
- Maximum $\hence \partial_x L(\mu) = 0$
. . .

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@ -8,7 +8,7 @@ how to estimate their median, mode and FWHM?
. . .
- Binning data $\quad \longrightarrow \quad$ result depending on bin-width
- Binning data $\hence$ result depending on bin-width
. . .

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@ -27,7 +27,7 @@ Median:
::: {.column width=50%}
$$
\thus \text{Compatible!}
\hence \text{Compatible!}
$$
:::
::::
@ -46,7 +46,7 @@ Mode:
::: {.column width=50%}
$$
\thus \text{Compatible!}
\hence \text{Compatible!}
$$
:::
::::
@ -65,7 +65,7 @@ FWHM:
::: {.column width=50%}
$$
\thus \text{Compatible!}
\hence \text{Compatible!}
$$
:::
::::
@ -89,7 +89,7 @@ $$
reverse sampling
- sampling $y$ uniformly in [0, 1] $\quad \longrightarrow \quad x = Q_M(y)$
- sampling $y$ uniformly in [0, 1] $\hence x = Q_M(y)$
## Compatibility results:
@ -104,7 +104,7 @@ Median:
::: {.column width=50%}
$$
\thus \text{Not compatible!}
\hence \text{Not compatible!}
$$
:::
::::
@ -123,7 +123,7 @@ Mode:
::: {.column width=50%}
$$
\thus \text{Compatible!}
\hence \text{Compatible!}
$$
:::
::::
@ -142,7 +142,7 @@ FWHM:
::: {.column width=50%}
$$
\thus \text{Compatible!}
\hence \text{Compatible!}
$$
:::
::::

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@ -62,7 +62,7 @@ Landau sample:
::: {.column width=50%}
$$
\thus \text{Compatible!}
\hence \text{Compatible!}
$$
:::
::::
@ -81,7 +81,7 @@ Moyal sample:
::: {.column width=50%}
$$
\thus \text{Not compatible!}
\hence \text{Not compatible!}
$$
:::
::::

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@ -1,12 +1,12 @@
# Trapani test
## Finite/infinite momenta
## Infinite moments
For a Landau PDF:
\begin{align*}
E_L[x] &\longrightarrow + \infty \\
V_L[x] &\longrightarrow + \infty
V_L[x] \text{undefined}
\end{align*}
. . .
@ -18,9 +18,9 @@ For a Moyal PDF:
\end{align*}
## Finite/infinite momenta
## Infinite moments
- Check whether a momentum is finite or infinite
- Check whether a moment is finite or infinite
\begin{align*}
\text{infinite} &\thus Landau \\
\text{finite} &\thus Moyal
@ -39,7 +39,7 @@ For a Moyal PDF:
- Random variable $\left\{ x_i \right\}$ sampled from a distribution $f$
- Sample moments according to $f$ moments
- $H_0$: $\mu_k \longrightarrow + \infty$
- Statistic with chi-squared distribution
- Statistic with 1 dof chi-squared distribution
:::
@ -129,9 +129,9 @@ $$
If $a_j$ uniformly distributed and $N \rightarrow + \infty$, for the CLT:
$$
\sum_j \zeta_j (u) \quad \text{follows} \quad
\sum_j \zeta_j (u) \hence
G \left( \frac{r}{2}, \frac{r}{4} \right)
\thus \vartheta (u) \quad \text{follows} \quad
\thus \vartheta (u) \hence
G \left( 0, 1 \right)
$$
@ -139,7 +139,7 @@ $$
- Test statistic:
$$
\chi^2 = \int_{\underbar{u}}^{\bar{u}} du \vartheta^2 (u)
\Theta = \int_{\underbar{u}}^{\bar{u}} du \, \vartheta^2 (u) \psi(u)
$$
@ -147,8 +147,9 @@ $$
According to L. Trapani (10.1016/j.jeconom.2015.08.006):
- $r = o(N)$
- $r = o(N) \hence r = N^{0.75}$
- $\underbar{u} = 1 \quad \wedge \quad \bar{u} = 1$
- $\psi(u) = \chi_{[\underbar{u}, \bar{u}]}$
. . .
@ -160,45 +161,90 @@ $$
$$
## Trapani test
If $\mu_k \ne + \infty \hence \left\{ a_j \right\}$ are not uniformly distributed
\vspace{20pt}
Rewriting:
$$
\vartheta (u) = \frac{2}{\sqrt{r}}
\left[ \sum_{j} \zeta_j (u) - \frac{r}{2} \right]
= \frac{2}{\sqrt{r}}
\sum_{j} \left[ \zeta_j (u) - \frac{1}{2} \right]
$$
\vspace{20pt}
Residues become very large $\hence$ $p$-values decreases.
# Samples results
## Samples results
$N = 50000$ sampled points
. . .
Landau sample:
:::: {.columns}
::: {.column width=50%}
- $D = 0.004$
- $p = 0.379$
::: {.column width=33%}
$$
\mu_1
\begin{cases}
\Theta = 0.255 \\
p = 0.614
\end{cases}
$$
:::
::: {.column width=50%}
::: {.column width=33% .c}
$$
\thus \text{Compatible!}
\mu_2
\begin{cases}
\Theta = 0.432 \\
p = 0.511
\end{cases}
$$
:::
::: {.column width=33% .c}
$$
\hence \text{Infinite!}
$$
:::
::::
\vspace{10pt}
. . .
\vspace{20pt}
Moyal sample:
:::: {.columns}
::: {.column width=50%}
- $D = 0.153$
- $p = 0.000$
::: {.column width=33%}
$$
\mu_1
\begin{cases}
\Theta^2 = 106 \\
p = 0.000
\end{cases}
$$
:::
::: {.column width=50%}
::: {.column width=33%}
$$
\thus \text{Not compatible!}
\mu_2
\begin{cases}
\Theta^2 = 162 \\
p = 0.000
\end{cases}
$$
:::
::: {.column width=33% .c}
$$
\hence \text{Finite!}
$$
:::
::::