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The reduced chi-squared statistic is a commonly used goodness-of-fit measure, but it cannot easily detect features near the noise level, even when a large amount of data is available. In this paper, we introduce a new goodness-of-fit…

Cosmology and Nongalactic Astrophysics · Physics 2018-12-19 Keith Tauscher , David Rapetti , Jack O. Burns

The generalized negative binomial distribution (GNB) is a new flexible family of discrete distributions that are mixed Poisson laws with the mixing generalized gamma (GG) distributions. This family of discrete distributions is very wide and…

Methodology · Statistics 2018-09-18 Andrey K. Gorshenin , Victor Yu. Korolev

The problem of fitting an event distribution when the total expected number of events is not fixed, keeps appearing in experimental studies. In a chi-square fit, if overall normalization is one of the parameters parameters to be fit, the…

Data Analysis, Statistics and Probability · Physics 2015-07-01 Byron Roe

Given the vast reservoirs of data stored worldwide, efficient mining of data from a large information store has emerged as a great challenge. Many databases like that of intrusion detection systems, web-click records, player statistics,…

Databases · Computer Science 2010-03-09 Sourav Dutta , Arnab Bhattacharya

We use the Stein-Chen method to prove new explicit inequalities for the total variation, Wasserstein and local distances between the distribution of a random diagonal sum of a Bernoulli matrix and a Poisson distribution. Approximation…

Probability · Mathematics 2024-09-04 Bero Roos

Chi-squared tests for lack of fit are traditionally employed to find evidence against a hypothesized model, with the model accepted if the Karl Pearson statistic comparing observed and expected numbers of observations falling within cells…

Statistics Theory · Mathematics 2021-12-20 Robert G. Staudte

Using Chen-Stein method in combination with size-biased couplings, we obtain the multivariate Poisson approximation in terms of the Wasserstein distance. As applications, we study the multivariate Poisson approximation of the distribution…

Probability · Mathematics 2025-01-23 Eulalia Nualart , Rui-Ray Zhang

The main purpose of the paper is to investigate the possibility of applying Chen-Stein approach to estimate the $\chi^2$ distance between Poisson distribution and a sum of independent indicators. Earlier results concerning $\chi^2$ distance…

Probability · Mathematics 2021-09-13 Vytas Zacharovas

We study shrinkage estimation of the mean parameters of a class of multivariate distributions for which the diagonal entries of the corresponding covariance matrix are certain quadratic functions of the mean parameter. This class of…

Statistics Theory · Mathematics 2022-07-04 Nikolas Siapoutis , Donald Richards , Bharath K. Sriperumbudur

The present article derives the minimal number $N$ of observations needed to consider a Bayesian posterior distribution as Gaussian. Two examples are presented. Within one of them, a chi-squared distribution, the observable $x$ as well as…

Statistics Theory · Mathematics 2020-12-03 Christoph Fuhrmann , Hanns Ludwig Harney , Klaus Harney , Andreas Müller

A Bayesian approach termed BAyesian Least Squares Optimization with Nonnegative L1-norm constraint (BALSON) is proposed. The error distribution of data fitting is described by Gaussian likelihood. The parameter distribution is assumed to be…

Machine Learning · Computer Science 2018-07-10 Jiyang Xie , Zhanyu Ma , Guoqiang Zhang , Jing-Hao Xue , Jen-Tzung Chien , Zhiqing Lin , Jun Guo

This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal…

Methodology · Statistics 2024-11-21 Tomoki Matsumoto

We address the asymptotic and approximate distributions of a large class of test statistics with quadratic forms used in association studies. The statistics of interest do not necessarily follow a chi-square distribution and take the…

Applications · Statistics 2009-09-24 Liping Tong , Jie Yang , Richard S. Cooper

We consider distributional limit of the Pearson chi-square statistic when the number of classes m increases with the sample size n in such way that $n/\sqrt{m} \to {\lambda}$. Under mild moment conditions, the limit is Gaussian for…

Probability · Mathematics 2016-09-13 Grzegorz A. Rempała , Jacek Wesołowski

Overdispersed count data are modelled with likelihood and non-likelihood approaches. Likelihood approaches include the Poisson mixtures with three distributions, the gamma, the lognormal, and the inverse Gaussian distributions.…

Methodology · Statistics 2008-09-08 Stanley Xu , Gary Grunwald , Richard Jones

The problem of estimating the support of a distribution is of great importance in many areas of machine learning, computer science, physics and biology. Most of the existing work in this domain has focused on settings that assume perfectly…

Machine Learning · Statistics 2020-06-16 Eli Chien , Olgica Milenkovic , Angelia Nedich

Poisson regression is a popular tool for modeling count data and is applied in a vast array of applications from the social to the physical sciences and beyond. Real data, however, are often over- or under-dispersed and, thus, not conducive…

Applications · Statistics 2010-11-10 Kimberly F. Sellers , Galit Shmueli

We generalize the na\"ive estimator of a Poisson regression model with measurement errors as discussed in Kukush et al. [1]. The explanatory variable is not always normally distributed as they assume. In this study, we assume that the…

Statistics Theory · Mathematics 2022-05-12 Kentarou Wada , Takeshi Kurosawa

The search for astronomical pulsed signals within noisy data, in the radio band, is usually performed through an initial Fourier analysis to find "candidate" frequencies and then refined through the folding of the time series using trial…

Instrumentation and Methods for Astrophysics · Physics 2021-03-08 Matteo Bachetti , Maura Pilia , Daniela Huppenkothen , Scott M. Ransom , Stefano Curatti , Alessandro Ridolfi

Although the specification of bivariate probability models using a collection of assumed conditional distributions is not a novel concept, it has received considerable attention in the last decade. In this study, a bivariate…

Methodology · Statistics 2025-03-20 Indranil Ghosh , Mina Norouzirad , Filipe J. Marques