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Related papers: Chi-Square Tests for Comparing Weighted Histograms

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Histograms with weighted entries are used to estimate probability density functions. Computer simulation is the main application of this type of histograms. A review on chi-square tests for comparing weighted histograms is presented in this…

Data Analysis, Statistics and Probability · Physics 2017-04-27 Nikolai Gagunashvili

Weighted histogram in Monte-Carlo simulations is often used for the estimation of a probability density function. It is obtained as a result of random experiment with random events that have weights. In this paper the bin contents of…

Data Analysis, Statistics and Probability · Physics 2008-11-28 N. D. Gagunashvili

Two modifications of the chi square test for comparing usual(unweighted) and weighted histograms and two weighted histograms are proposed. Numerical examples illustrate an application of the tests for the histograms with different…

Data Analysis, Statistics and Probability · Physics 2011-11-09 N. D. Gagunashvili

Weighted histograms are used for the estimation of probability density functions. Computer simulation is the main domain of application of this type of histogram. A review of chi-square goodness of fit tests for weighted histograms is…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Nikolai Gagunashvili

The classic chi-squared statistic for testing goodness-of-fit has long been a cornerstone of modern statistical practice. The statistic consists of a sum in which each summand involves division by the probability associated with the…

Computation · Statistics 2015-03-17 William Perkins , Mark Tygert , Rachel Ward

Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…

Computation · Statistics 2014-08-01 Manuela Cattelan , Nicola Sartori

A self-contained Fortran-77 program for calculating test statistics to compare weighted histogram with unweighted histogram and two histograms with weighted entries is presented. The code calculates test statistics for cases of histograms…

Data Analysis, Statistics and Probability · Physics 2011-11-18 Nikolai Gagunashvili

Determining if two histograms are consistent, whether they have been drawn from the same underlying distribution or not, is a common problem in physics. Existing approaches are not only limited in power but also inapplicable to histograms…

Data Analysis, Statistics and Probability · Physics 2010-09-29 M. J. Betancourt

We investigate a generalized empirical likelihood approach in a two-group setting where the constraints on parameters have a form of U-statistics. In this situation, the summands that consist of the constraints for the empirical likelihood…

Methodology · Statistics 2015-05-04 Jihnhee Yu , Luge Yang , Albert Vexler , Alan D. Hutson

Two--sided bounds are constructed for a probability density function of a weighted sum of chi-square variables. Both cases of central and non-central chi-square variables are considered. The upper and lower bounds have the same dependence…

Probability · Mathematics 2020-12-22 Sergey G. Bobkov , Alexey A. Naumov , Vladimir V. Ulyanov

Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…

Statistical Mechanics · Physics 2018-05-24 Daan Frenkel , K. Julian Schrenk , Stefano Martiniani

We obtain an approximate Gaussian distribution from a Poisson distribution after doing a change of variable. A new chi-square function is obtained which can be used for parameter estimations and goodness-of-fit testing when adjusting curves…

High Energy Physics - Experiment · Physics 2009-10-31 F. M. L. Almeida , M. Barbi , M. A. B. do Vale

Testing the equality of the covariance matrices of two high-dimensional samples is a fundamental inference problem in statistics. Several tests have been proposed but they are either too liberal or too conservative when the required…

Statistics Theory · Mathematics 2023-01-04 Jin-Ting Zhang , Jingyi Wang , Tianming Zhu

Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The…

Data Analysis, Statistics and Probability · Physics 2008-04-03 Frank C. Porter

This paper introduces chi-square goodness-of-fit tests to check for conditional distribution model specification. The data is cross-classified according to the Rosenblatt transform of the dependent variable and the explanatory variables,…

Econometrics · Economics 2023-09-25 Miguel A. Delgado , Julius Vainora

Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…

Computation · Statistics 2021-09-09 Pierre L'Ecuyer , Florian Puchhammer

A new test statistic based on success runs of weighted deviations is introduced. Its use for observations sampled from independent normal distributions is worked out in detail. It supplements the classic $\chi^{2}$ test which ignores the…

Statistics Theory · Mathematics 2017-04-10 Frederik Beaujean , Allen Caldwell

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

We have investigated a weighted chi-square distribution of the variable $\xi$ which is a weighted sum of squared normally distributed independent variables whose weights are cosines of angles $\phi_k=2\pi k/N$, where $k \in \{0,1,...,N-1\}$…

Disordered Systems and Neural Networks · Physics 2024-12-24 Vladislav Egorov , Boris Kryzhanovsky

This paper underscores the vital role of the chi-square test within political science research utilizing structural equation modeling (SEM). The ongoing debate regarding the inclusion of chi-square test statistics alongside fit indices in…

Applications · Statistics 2024-05-13 Bang Quan Zheng , Peter M. Bentler
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