1.4 KiB
Goal
Goal
Construct six statistical tests to assert whether a sample comes from a Landau distribution
. . .
- Generate a sample
L
from a Landau PDF - Generate a sample
M
from a Moyal PDF
. . .
H_0
: sample following Landau PDF
- can we accept
H_0
forL
? - can we reject
H_0
forM
?
Why Moyal?
The Landau and Moyal PDFs are really similar. Historically, the latter was utilized as an approximation of the former.
\includegraphics<1>[height=5.5cm]{images/moyal-photo.jpg} \includegraphics<2>[height=5.5cm]{images/mondau-photo.jpg} \includegraphics<3>[height=5.5cm]{images/landau-photo.jpg}
Two similar distributions
:::: {.columns} ::: {.column width=50%} Landau PDF
$$
L(x) = \frac{1}{\pi} \int \limits_{0}^{+ \infty}
dt \, e^{-t \ln(t) -xt} \sin (\pi t)
:::
::: {.column width=50%} Moyal PDF
$$
M(x) = \frac{1}{\sqrt{2 \pi}} \exp \left[ - \frac{1}{2}
\left( x + e^{- x} \right) \right]
::: ::::
\vspace{1em}
:::: {.columns} ::: {.column width=50%} :::
::: {.column width=50%} ::: ::::
Two similar distributions
Statistical tests
. . .
-
Properties test
compatibility between expected and observed PDF properties
. . .
-
Kolmogorov - Smirnov test
compatibility between expected and empirical CDF
. . .
-
Trapani test
test for finite or infinite moments