English

Robust test statistics for data sets with missing correlation information

Data Analysis, Statistics and Probability 2021-06-30 v2

Abstract

Not all experiments publish their results with a description of the correlations between the data points. This makes it difficult to do hypothesis tests or model fits with that data, since just assuming no correlation can lead to an over- or underestimation of the resulting uncertainties. This work presents robust test statistics that can be used with data sets with missing correlation information. They are exact in the case of no correlation and either guaranteed to be conservative -- i.e. the uncertainty is never underestimated -- in the presence of correlations, or they are also exact in the degenerate case of perfect correlation between the data points.

Keywords

Cite

@article{arxiv.2102.06172,
  title  = {Robust test statistics for data sets with missing correlation information},
  author = {Lukas Koch},
  journal= {arXiv preprint arXiv:2102.06172},
  year   = {2021}
}

Comments

24 pages, 15 figures, 2 tables, 2 code listings