slides: review section 1,2,3

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Michele Guerini Rocco 2020-06-06 02:53:49 +02:00
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@ -72,6 +72,7 @@ How?
- Applying some hypothesis testings - Applying some hypothesis testings
## Why? ## Why?
The Landau and Moyal PDFs are really similar. Historically, the latter distribution was utilized in The Landau and Moyal PDFs are really similar. Historically, the latter distribution was utilized in
@ -79,32 +80,31 @@ the approximation of the Landau Distribution.
:::: {.columns} :::: {.columns}
::: {.column width=33%} ::: {.column width=33%}
\centering
![](images/moyal-photo.jpg){height=130pt} ![](images/moyal-photo.jpg){height=130pt}
::: :::
::: {.column width=33%} ::: {.column width=33%}
\centering
![](images/mondau-photo.jpg){height=130pt} ![](images/mondau-photo.jpg){height=130pt}
::: :::
::: {.column width=33%} ::: {.column width=33%}
\centering
![](images/landau-photo.jpg){height=130pt} ![](images/landau-photo.jpg){height=130pt}
::: :::
:::: ::::
## Two similar distributions ## Two similar distributions
:::: {.columns .c} :::: {.columns}
::: {.column width=50%} ::: {.column width=50%}
\begin{center}
Landau PDF Landau PDF
$$ $$
L(x) = \frac{1}{\pi} \int \limits_{0}^{+ \infty} L(x) = \frac{1}{\pi} \int \limits_{0}^{+ \infty}
dt \, e^{-t \ln(t) -xt} \sin (\pi t) dt \, e^{-t \ln(t) -xt} \sin (\pi t)
$$ $$
::: :::
::: {.column width=50%} ::: {.column width=50%}
\begin{center}
Moyal PDF Moyal PDF
$$ $$
M(x) = \frac{1}{\sqrt{2 \pi}} \exp \left[ - \frac{1}{2} M(x) = \frac{1}{\sqrt{2 \pi}} \exp \left[ - \frac{1}{2}
@ -113,10 +113,11 @@ the approximation of the Landau Distribution.
::: :::
:::: ::::
:::: {.columns .c} :::: {.columns}
::: {.column width=50%} ::: {.column width=50%}
![](images/landau-pdf.pdf) ![](images/landau-pdf.pdf)
::: :::
::: {.column width=50%} ::: {.column width=50%}
![](images/moyal-pdf.pdf) ![](images/moyal-pdf.pdf)
::: :::
@ -124,5 +125,4 @@ the approximation of the Landau Distribution.
## Two similar distributions ## Two similar distributions
\centering
![](images/both-pdf.pdf) ![](images/both-pdf.pdf)

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@ -3,43 +3,42 @@
## Moyal PDF ## Moyal PDF
Standard form:
$$ $$
M(x) = \frac{1}{\sqrt{2 \pi}} e^{-\frac{1}{2} \left[ x + e^{-x} \right]} M(z) = \frac{1}{\sqrt{2 \pi}} \exp
\left[ - \frac{1}{2} \left( z + e^{-z} \right) \right]
$$ $$
\vspace{10pt}
. . .
More generally:
- location parameter $\mu$
- scale parameter $\sigma$
$$ $$
\text{More generally:} \hspace{15pt} z = \frac{x - \mu}{\sigma}
\begin{cases} \thus
\text{location parameter:} \quad &\mu_M \\ M(x) = \frac{1}{\sqrt{2 \pi} \sigma} \exp
\text{scale parameter:} \quad &\sigma_M \left[ - \frac{1}{2} \left(
\end{cases} \frac{x - \mu}{\sigma}
$$ + e^{-\frac{x - \mu}{\sigma}} \right) \right]
\vspace{10pt}
$$
x \rightarrow \frac{x - \mu}{\sigma_M} \thus
M_{\mu \sigma_M}(x) = \frac{1}{\sqrt{2 \pi} \sigma_M}
e^{-\frac{1}{2} \left[ \frac{x - \mu}{\sigma_M} + e^{- \frac{x - \mu}{\sigma_M}} \right]}
$$ $$
## Moyal CDF ## Moyal CDF
The cumulative distribution function $F_M(x)$ can be derived from the The CDF $F_M(x)$ can be derived by direct integration:
pdf $M(x)$ integrating:
$$ $$
F_M(x) = \frac{1}{\sqrt{2 \pi}} \int\limits_{- \infty}^x dy \, M(y) F_M(x) = \int\limits_{- \infty}^x dy \, M(y)
= \frac{1}{\sqrt{2 \pi}} \int\limits_{- \infty}^x dy \, e^{- \frac{y}{2}} = \frac{1}{\sqrt{2 \pi}} \int\limits_{- \infty}^x dy \, e^{- \frac{y}{2}}
e^{- \frac{1}{2} e^{-y}} e^{- \frac{1}{2} e^{-y}}
$$ $$
. . .
## Moyal CDF With the change of variable $z = e^{-\frac{y}{2}}/\sqrt{2}$:
with the change of variable:
$$
z = \frac{1}{\sqrt{2}} e^{-\frac{y}{2}}
$$
the CDF can be rewritten as:
$$ $$
F_M(x) = F_M(x) =
\frac{-2 \sqrt{2}}{\sqrt{2 \pi}} \int\limits_{+ \infty}^{f(x)} dz \, e^{- z^2} \frac{-2 \sqrt{2}}{\sqrt{2 \pi}} \int\limits_{+ \infty}^{f(x)} dz \, e^{- z^2}
@ -49,9 +48,9 @@ $$
## Moyal CDF ## Moyal CDF
given the definition of the error function `erf`: Remembering the error function
$$ $$
\text{erf} = \frac{2}{\sqrt{\pi}} \int_0^x dy \, e^{-y^2} \text{erf}(x) = \frac{2}{\sqrt{\pi}} \int_0^x dy \, e^{-y^2},
$$ $$
one finally gets: one finally gets:
$$ $$
@ -61,37 +60,32 @@ $$
## Moyal QDF ## Moyal QDF
The quantile is defined as the inverse of the CDF: The quantile (CDF\textsuperscript{-1}) is found solving:
$$ $$
F_M(x) = 1 - \text{erf} \left( \frac{e^{- \frac{x}{2}}}{\sqrt{2}} \right) y = 1 - \text{erf} \left( \frac{e^{- \frac{x}{2}}}{\sqrt{2}} \right)
$$ $$
hence: hence:
$$ $$
Q(x) = -2 \ln \left[ \sqrt{2} \, \text{erf}^{(-1)} (1 - F_M(x)) \right] Q_M(x) = -2 \ln \left[ \sqrt{2} \, \text{erf}^{-1} (1 - F_M(x)) \right]
$$ $$
## Moyal median ## Moyal median
The median is defined as the point at which $F_M(x) = 1/2$: Defined by $\text{CDF}(m) = 1/2$, or $m=\text{QDF}(1/2)$.
\vspace{15pt}
$$
M(x) \thus
m_M = -2 \ln \left[ \sqrt{2} \,
\text{erf}^{(-1)} \left( \frac{1}{2} \right) \right]
$$
\vspace{15pt}
$$
M_{\mu \sigma_M}(x) \thus
m_M = \mu -2 \sigma_M \ln \left[ \sqrt{2} \,
\text{erf}^{(-1)} \left( \frac{1}{2} \right) \right]
$$
\begin{align*}
M(z)
&\thus m_M = -2 \ln \left[ \sqrt{2} \,
\text{erf}^{-1} \left( \frac{1}{2} \right) \right] \\
M_{\mu \sigma}(x)
&\thus m_M = \mu -2 \sigma \ln \left[ \sqrt{2} \,
\text{erf}^{-1} \left( \frac{1}{2} \right) \right]
\end{align*}
## Moyal mode ## Moyal mode
Peak of the PDF Peak of the PDF:
\vspace{10pt}
$$ $$
\partial_x M(x) = \partial_x \left( \frac{1}{\sqrt{2 \pi}} e^{-\frac{1}{2} \partial_x M(x) = \partial_x \left( \frac{1}{\sqrt{2 \pi}} e^{-\frac{1}{2}
\left( x + e^{-x} \right)} \right) \left( x + e^{-x} \right)} \right)
@ -99,14 +93,11 @@ $$
\left( x + e^{-x} \right)} \left( -\frac{1}{2} \right) \left( x + e^{-x} \right)} \left( -\frac{1}{2} \right)
\left( 1 - e^{-x} \right) \left( 1 - e^{-x} \right)
$$ $$
\vspace{10pt}
$$ \begin{align*}
\partial_x M(x) = 0 \thus \mu_M = 0 \partial_x M(z) = 0 &\thus \mu_M = 0 \\
$$ \partial_x M_{\mu \sigma}(x) = 0 &\thus \mu_M = \mu \\
\vspace{10pt} \end{align*}
$$
\partial_x M_{\mu \sigma_M}(x) = 0 \thus \mu_M = \mu
$$
## Moyal FWHM ## Moyal FWHM
@ -115,27 +106,30 @@ We need to compute the maximum value:
$$ $$
M(\mu) = \frac{1}{\sqrt{2 \pi e}} \thus M(x_{\pm}) = \frac{1}{\sqrt{8 \pi e}} M(\mu) = \frac{1}{\sqrt{2 \pi e}} \thus M(x_{\pm}) = \frac{1}{\sqrt{8 \pi e}}
$$ $$
. . .
which leads to: which leads to:
$$ $$
x_{\pm} + e^{-x_{\pm}} = 1 + 2 \ln(2) \thus x_{\pm} + e^{-x_{\pm}} = 1 + 2 \ln(2) \thus
\begin{cases} \begin{cases}
x_+ = a + W_0 \left( - \frac{1}{4 e} \right) \\ x_+ = 1 + 2 \ln(2) + W_0 \left( - \frac{1}{4 e} \right) \\
x_- = a + W_{-1} \left( - \frac{1}{4 e} \right) x_- = 1 + 2 \ln(2) + W_{-1} \left( - \frac{1}{4 e} \right)
\end{cases} \end{cases}
$$ $$
with $a = 1 + 2 \ln(2)$
## Moyal FWHM ## Moyal FWHM
$$ $$
\text{FWHM}_L = x_+ - x_- = 3.590806098... x_+ - x_- = W_0 \left( - \frac{1}{4 e} \right)
$$ - W_{-1} \left( - \frac{1}{4 e} \right)
\vspace{15pt} = 3.590806098...
$$ = a
M(x) \thus \text{FWHM}_M = 3.590806098...
$$
\vspace{15pt}
$$
M_{\mu \sigma_M}(x) \thus \text{FWHM}_M = \sigma_M \cdot 3.590806098...
$$ $$
\begin{align*}
M(z)
&\thus \text{FWHM}_M = a \\
M_{\mu \sigma}(x)
&\thus \text{FWHM}_M = \sigma \cdot a \\
\end{align*}

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@ -3,12 +3,19 @@
## Data sample ## Data sample
The $M(x)$ most similar to $L(x)$ is found by imposing: The $M(x)$ most similar to $L(x)$ is found by imposing:
\vspace{15pt}
- equal mode
$$ $$
\mu_M = \mu_L \sim = 0.22278298... \mu_M = M_L \approx 0.22278298...
$$ $$
\vspace{15pt}
- equal width
$$ $$
\text{FWHM}_M = \text{FWHM}_L = 4.0186457... \text{FWHM}_M = \text{FWHM}_L = \sigma \cdot a
\thus \sigma_M = 1.1191486 $$
. . .
$$
\implies \sigma_M \approx 1.1191486
$$ $$