sections: write a lot
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---
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title: Randomness tests of a non-uniform distribution
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title: Title
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date: \today
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author:
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- Giulia Marcer
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@ -45,9 +45,24 @@ header-includes: |
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\hspace{30pt} \Longrightarrow \hspace{30pt}
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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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}
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% "with" in formulas
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\DeclareMathOperator{\with}{%
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\hspace{30pt} \text{with} \hspace{30pt}
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}
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% "expected" in formulas
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\DeclareMathOperator{\ex}{%
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^{\text{exp}}
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}
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% "observed" in formulas
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\DeclareMathOperator{\ob}{%
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^{\text{obs}}
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}
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```
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...
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@ -3,20 +3,24 @@
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## Goal
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What?
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- Generate a sample $L$ of points from a Landau PDF
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- Generate a sample $M$ of points from a Moyal PDF
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- Generate a sample of points from a Moyal PDF
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- Prove it truly comes from it and not from a Landau PDF
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. . .
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How?
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- Implement a bunch of statistical tests
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- Applying some hypothesis testings
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. . .
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- Check if they work:
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- the sample $L$ truly comes from a Landau PDF
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- the sample $M$ does not come from a Landau PDF
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## Why?
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The Landau and Moyal PDFs are really similar. Historically, the latter distribution was utilized in
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the approximation of the Landau Distribution.
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The Landau and Moyal PDFs are really similar. Historically, the latter was
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utilized in the approximation of the former.
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:::: {.columns}
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::: {.column width=33%}
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@ -53,6 +57,8 @@ the approximation of the Landau Distribution.
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:::
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::::
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\vspace{10pt}
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:::: {.columns}
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::: {.column width=50%}
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![](images/landau-pdf.pdf)
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@ -63,6 +69,25 @@ the approximation of the Landau Distribution.
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:::
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::::
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## Two similar distributions
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![](images/both-pdf.pdf)
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## Statistical tests
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. . .
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- Parameters comparison:
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- compatibility between expected and observed PDF parameters
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. . .
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- Kolmogorov - Smirnov:
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- compatibility between expected and observed CDF
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. . .
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- Trapani test:
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- compatibiity between expected and observed mean
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@ -12,7 +12,7 @@ Because of its fat tail:
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. . .
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No closed form for parameters.
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No closed form for parameters $\thus$ Numerical estimations
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## Landau median
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@ -20,38 +20,48 @@ No closed form for parameters.
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The median of a PDF is defined as:
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$$
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Q_L(m) = \frac{1}{2}
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m = Q \left( \frac{1}{2} \right)
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$$
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. . .
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- CDF computed by numerical integration,
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- CDF computed by numerical integration
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- QDF computed by numerical root-finding (Brent)
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$$
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m_L = 1.3557804...
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m_L\ex = 1.3557804...
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$$
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## Landau mode
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- Maxmimum $\quad \Longrightarrow \quad \partial_x M(\mu) = 0$,
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- Maxmimum $\quad \Longrightarrow \quad \partial_x L(\mu) = 0$
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. . .
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- Computed by numerical minimization (Brent)
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$$
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\mu_L = − 0.22278...
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\mu_L\ex = − 0.22278...
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$$
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## Landau FWHM
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$$
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\text{FWHM} = x_+ - x_- \with L(x_{\pm})
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= \frac{L_{\text{max}}}{2} = \frac{L(\mu_L)}{2}
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$$
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- Computed numerically (Brent)
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We need to compute the maximum:
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$$
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\text{FWHM}_L = 4.018645...
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L_{\text{max}} = L(\mu_L)
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$$
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$$
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\text{FWHM} = w = x_+ - x_- \with L(x_{\pm}) = \frac{L_{\text{max}}}{2}
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$$
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. . .
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- Computed by numerical root finding (Brent)
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$$
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w_L\ex = 4.018645...
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$$
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@ -50,7 +50,7 @@ $$
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Remembering the error function
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$$
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\text{erf}(x) = \frac{2}{\sqrt{\pi}} \int_0^x dy \, e^{-y^2},
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\text{erf}(x) = \frac{2}{\sqrt{\pi}} \int_0^x dy \, e^{-y^2}
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$$
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one finally gets:
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$$
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@ -72,14 +72,14 @@ $$
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## Moyal median
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Defined by $\text{CDF}(m) = 1/2$, or $m=\text{QDF}(1/2)$.
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Defined by $F(m) = \frac{1}{2}$ or $m = Q \left( \frac{1}{2} \right)$:
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\begin{align*}
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M(z)
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&\thus m_M = -2 \ln \left[ \sqrt{2} \,
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&\thus m_M\ex = -2 \ln \left[ \sqrt{2} \,
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\text{erf}^{-1} \left( \frac{1}{2} \right) \right] \\
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M_{\mu \sigma}(x)
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&\thus m_M = \mu -2 \sigma \ln \left[ \sqrt{2} \,
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&\thus m_M\ex = \mu -2 \sigma \ln \left[ \sqrt{2} \,
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\text{erf}^{-1} \left( \frac{1}{2} \right) \right]
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\end{align*}
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@ -95,8 +95,8 @@ $$
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$$
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\begin{align*}
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\partial_x M(z) = 0 &\thus \mu_M = 0 \\
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\partial_x M_{\mu \sigma}(x) = 0 &\thus \mu_M = \mu \\
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\partial_x M(z) = 0 &\thus \mu_M\ex = 0 \\
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\partial_x M_{\mu \sigma}(x) = 0 &\thus \mu_M\ex = \mu \\
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\end{align*}
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@ -129,7 +129,7 @@ $$
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\begin{align*}
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M(z)
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&\thus \text{FWHM}_M = a \\
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&\thus w_M^{\text{exp}} = a \\
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M_{\mu \sigma}(x)
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&\thus \text{FWHM}_M = \sigma \cdot a \\
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&\thus w_M^{\text{exp}} = \sigma \cdot a \\
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\end{align*}
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@ -1,35 +1,86 @@
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# Data sample
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# Sample parameters estimation
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## PDF parameters
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## Sample parameters estimation
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A $M(x)$ similar to $L(x)$ can be found by imposing:
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Once the points are sampled, 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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. . .
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- Alternative solutions
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## Sample median
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- equal mode
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$$
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\mu_M = \mu_L \approx −0.22278298...
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$$
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- equal width
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$$
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\text{FWHM}_M = \text{FWHM}_L = \sigma \cdot a
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m = Q \left( \frac{1}{2} \right)
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$$
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. . .
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- Sort points in ascending order
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. . .
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- Middle element if odd
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- Average of the two central elements if even
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## Sample mode
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Most probable value
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. . .
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HSM
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- Iteratively identify the smallest interval containing half points
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- once the sample is reduced to less than three points, take average
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## Sample FWHM
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$$
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\implies \sigma_M \approx 1.1191486
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\text{FWHM} = x_+ - x_- \with L(x_{\pm}) = \frac{L_{\text{max}}}{2}
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$$
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. . .
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## PDF parameters
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KDE
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:::: {.columns}
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::: {.column width=50%}
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![](images/both-pdf-bef.pdf)
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:::
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- empirical PDF construction:
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::: {.column width=50%}
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![](images/both-pdf-aft.pdf)
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:::
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::::
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$$
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f_\varepsilon(x) = \frac{1}{N\varepsilon} \sum_{i = 1}^N
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G \left( \frac{x-x_i}{\varepsilon} \right)
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$$
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The parameter $\varepsilon$ controls the strenght of the smoothing
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## Sample FWHM
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Silverman's rule of thumb:
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$$
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f_\varepsilon(x) = \frac{1}{N\varepsilon} \sum_{i = 1}^N
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G \left( \frac{x-x_i}{\varepsilon} \right)
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\with
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\varepsilon = 0.63 \, S_N
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\left( \frac{d + 2}{4}N \right)^{-1/(d + 4)}
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$$
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with:
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- $S_N$ is the sample stdev
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- $d$ number of dimensions ($d = 1$)
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. . .
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\vspace{10pt}
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Numerical root finding (Brent)
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66
slides/sections/5.md
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66
slides/sections/5.md
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@ -0,0 +1,66 @@
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# MC simulations
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## In summary
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-----------------------------------------------------
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Landau Moyal
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----------------- ----------------- -----------------
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median $m_L\ex$ $m_M\ex (μ, σ)$
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mode $\mu_L\ex$ $\mu_M\ex (μ)$
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FWHM $w_L\ex$ $w_M\ex (σ)$
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-----------------------------------------------------
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## PDF parameters
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A $M(x)$ similar to $L(x)$ can be found by imposing:
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\vspace{15pt}
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- equal mode
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$$
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\mu_M\ex = \mu_L\ex \approx −0.22278298...
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$$
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. . .
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- equal width
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$$
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w_M\ex = w_L\ex = \sigma \cdot a
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$$
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$$
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\implies \sigma_M \approx 1.1191486
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$$
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## PDF parameters
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:::: {.columns}
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::: {.column width=50%}
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![](images/both-pdf-bef.pdf)
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:::
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::: {.column width=50%}
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![](images/both-pdf-aft.pdf)
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:::
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::::
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## Different medians
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This leads to more different medians:
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\begin{align*}
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m_M = 0.787... \thus &m_M = 0.658... \\
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&m_L = 1.355...
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\end{align*}
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## Samples
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- Sample $L$: N = 50'000 points following $L_(x)$
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- Sample $M$: N = 50'000 points following $M_{\mu \sigma}(x)$
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slides/sections/6.md
Normal file
0
slides/sections/6.md
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