Goodness-of-fit tests in many dimensions
Data Analysis, Statistics and Probability
2009-11-10 v1 High Energy Physics - Phenomenology
Abstract
A method is presented to construct goodness-of-fit statistics in many dimensions for which the distribution of all possible test results in the limit of an infinite number of data becomes Gaussian if also the number of dimensions becomes infinite. Furthermore, an explicit example is presented, for which this distribution as good as only depends on the expectation value and the variance of the statistic for any dimension larger than one.
Keywords
Cite
@article{arxiv.physics/0405008,
title = {Goodness-of-fit tests in many dimensions},
author = {A. van Hameren},
journal= {arXiv preprint arXiv:physics/0405008},
year = {2009}
}
Comments
14 pages