相关论文: On Statistical Significance of Signal
Two-sided statistical tests and p-values are well defined only when the test statistic in question has a symmetric distribution. A new two-sided p-value called conditional p-value $P_C$ is introduced here. It is closely related to the…
We propose a method to estimate the probability of new physics discovery in future high energy physics experiments. Physics simulation gives both the average numbers $<N_b>$ of background and $<N_s>$ of signal events. We find that the…
We describe a straightforward modification of frequently invoked methods for the determination of the statistical significance of a gamma-ray signal observed in a counting process. A simple criterion is proposed to decide whether a set of…
We examine the role of trustworthiness and trust in statistical inference, arguing that it is the extent of trustworthiness in inferential statistical tools which enables trust in the conclusions. Certain tools, such as the p-value and…
Although numerous algorithms have been proposed to solve the categorical data clustering problem, how to access the statistical significance of a set of categorical clusters remains unaddressed. To fulfill this void, we employ the…
I compare and discuss critically several measures of statistical significance in common use in astrophysics and in high energy physics. I also exhibit some relationships among them.
The statistical models used to derive the results of experimental analyses are of incredible scientific value and are essential information for analysis preservation and reuse. In this paper, we make the scientific case for systematically…
We propose a method to estimate the probability of new physics discovery in future high energy physics experiments. Physics simulation gives both the average numbers $<N_b>$ of background and $<N_s>$ of signal events. We find that the…
We describe a method for estimation of the discovery potential on new physics in planned experiments. The effective significance of signal for given probability of observation is proposed for planned experiments instead of the usual…
The usual procedure for estimating the significance of a peak in a power spectrum is to calculate the probability of obtaining that value or a larger value by chance (known as the "p-value"), on the assumption that the time series contains…
The reconstruction of the parameter of the model by the measurement of the random variable depending on this parameter is one of the main tasks of statistics. In the paper the notion of the statistically dual distributions is introduced.…
Estimating the probability distribution 'q' governing the behaviour of a certain variable by sampling its value a finite number of times most typically involves an error. Successive measurements allow the construction of a histogram, or…
Research often necessitates of samples, yet obtaining large enough samples is not always possible. When it is, the researcher may use one of two methods for deciding upon the required sample size: rules-of-thumb, quick yet uncertain, and…
This short note contains some definitions and formulas about the power of an observable in statistically separating different classes of events.
We propose an approach for testing the hypothesis that two realizations of the random variables in the form of histograms are taken from the same statistical population (i.e. that two histograms are drawn from the same distribution). The…
This chapter demystifies P-values, hypothesis tests and significance tests, and introduces the concepts of local evidence and global error rates. The local evidence is embodied in \textit{this} data and concerns the hypotheses of interest…
A common signal is defined for any two signals which have non-zero correlation. A mathematical method is provided to extract the best obtainable common signal between the two signals. This analysis is extended to extracting common signal…
The concepts of variability and uncertainty, both epistemic and alleatory, came from experience and coexist with different connotations. Therefore this article attempts to express their relation by analytic means firstly setting sights on…
For Poisson distribution $Pois(n, \lambda)$ with $\lambda \gg 1$, $n \gg 1$ we propose to determine significance as $S = \frac{n_{obs}-\lambda}{\sqrt{\lambda}}$. The significance $S$ coincides up to sign with often used significance. For…
We consider the conditional randomization test as a way to account for covariate imbalance in randomized experiments. The test accounts for covariate imbalance by comparing the observed test statistic to the null distribution of the test…