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We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…

Applications · Statistics 2020-07-07 Christian Bartels , Johanna Mielke , Ekkehard Glimm

The incorporation of systematic uncertainties into confidence interval calculations has been addressed recently in a paper by Conrad et al. (Physical Review D 67 (2003) 012002). In their work, systematic uncertainities in detector…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Gary C. Hill

A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

Applications · Statistics 2014-03-05 Issac Shams , Saeede Ajorlou , Kai Yang

Finding the underlying probability distributions of a set of observed sequences under the constraint that each sequence is generated i.i.d by a distinct distribution is considered. The number of distributions, and hence the number of…

Information Theory · Computer Science 2018-10-16 Sara Shahi , Daniela Tuninetti , Natasha Devroye

This paper develops upper and lower bounds for the probability of Boolean expressions by treating multiple occurrences of variables as independent and assigning them new individual probabilities. Our technique generalizes and extends the…

Artificial Intelligence · Computer Science 2015-03-19 Wolfgang Gatterbauer , Dan Suciu

It is well known that, under broad assumptions, the time-scaled point process of exceedances of a high level by a stationary sequence converges to a compound Poisson process as the level grows. The purpose of this note is to demonstrate…

Probability · Mathematics 2015-03-17 Konstantin Borovkov , Serguei Novak

We generalize and extend the recently proposed method to account for contributions of system size (or volume/participant) fluctuations to the experimentally measured moments of particle multiplicity distributions. We find that in the…

Nuclear Theory · Physics 2024-03-07 Romain Holzmann , Volker Koch , Anar Rustamov , Joachim Stroth

A $U$-statistic of a Poisson point process is defined as the sum $\sum f(x_1,\ldots,x_k)$ over all (possibly infinitely many) $k$-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos…

Probability · Mathematics 2013-12-13 Matthias Reitzner , Matthias Schulte

Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez

We investigate the predictability of extreme events in time series. The focus of this work is to understand under which circumstances large events are better predictable than smaller events. Therefore we use a simple prediction algorithm…

Data Analysis, Statistics and Probability · Physics 2008-01-30 S. Hallerberg , H. Kantz

We present a new algorithm for computing upper bounds on the number of executions of each program instruction during any single program run. The upper bounds are expressed as functions of program input values. The algorithm is primarily…

Programming Languages · Computer Science 2016-05-13 Pavel Čadek , Jan Strejček , Marek Trtík

We consider $N$ events that are defined on a common probability space. Those events shell have a common probability function that is symmetric with respect to interchanging the events. We ask for the probability distribution of the number…

Probability · Mathematics 2019-10-31 Rüdiger Kürsten

An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…

Probability · Mathematics 2011-02-22 Davide Borrello

The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…

Probability · Mathematics 2009-12-31 Alessandro De Gregorio

Results of numerical procedure of constructing confidence intervals for parameter of the Poisson distribution of signal events in the presence of background events with known value of parameter of Poisson distribution are presented. It is…

High Energy Physics - Experiment · Physics 2007-05-23 S. I. Bityukov , N. V. Krasnikov , V. A. Taperechkina

A model of Poissonian observation having a jump (change-point) in the intensity function is considered. Two cases are studied. The first one corresponds to the situation when the jump size converges to a non-zero limit, while in the second…

Statistics Theory · Mathematics 2015-02-25 Serguei Dachian , Lin Yang

Finite detector resolution and limited acceptance require to apply unfolding methods in high energy physics experiments. Information on the detector resolution is usually given by a set of Monte Carlo events. Based on the experience with a…

High Energy Physics - Experiment · Physics 2007-05-23 Volker Blobel

Many experiments are concerned with the comparison of counts between treatment groups. Examples include the number of successful signups in conversion rate experiments, or the number of errors produced by software versions in canary…

Methodology · Statistics 2023-12-14 Michael Lindon , Alan Malek

Let $\{\xi(k), k \in \mathbb{Z} \}$ be a stationary sequence of random variables and let $\{S_n, n \in \mathbb{N}_+ \}$ be a transient random walk in the domain of attraction of a stable law. In the previous work \cite{Nicolas_Ahmad}, under…

Probability · Mathematics 2022-01-19 Ahmad Darwiche

Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…

Probability · Mathematics 2016-08-16 André Dabrowski , Gail Ivanoof , Rafal Kulik