相关论文: On the reliability of microvariability tests in qu…
Attempts to measure the variability of the fine structure constant alpha over cosmological time, using spectra of high redshift quasars have produced conflicting results. We use the Many Multiplet (MM) method with Mg II and Fe II lines on…
We investigate whether a Gaussian likelihood, as routinely assumed in the analysis of cosmological data, is supported by simulated survey data. We define test statistics, based on a novel method that first destroys Gaussian correlations in…
Continued demand for accurate and computationally efficient transport methods to solve optically thick, fixed-source transport problems has inspired research on variance-reduction (VR) techniques for Monte Carlo (MC). Methods that use…
The traditional variable control charts, such as the X-bar chart, are widely used to monitor variation in a process. They have been shown to perform well for monitoring processes under the general assumptions that the observations are…
Stellar models of massive single stars are still plagued by major uncertainties. Testing and calibrating against observations is essential for their reliability. For this purpose one preferably uses observed stars that have never…
The possibility of variations of the values of fundamental constants is a phenomenon predicted by a number of scenarios beyond General Relativity. This can happen if ``our'' fundamental constants are not the actual constants of the…
Significant progress in the description of quasar variability has been recently made by employing SDSS and POSS data. Common to most studies is a fundamental assumption that photometric observations at two epochs for a large number of…
Reliable predictions of weak rapid neutron capture ($\textit{r}$-process) abundances require a systematic treatment of nuclear physics uncertainties, especially neutron capture rates far from stability. We employ new neutron capture rates…
We used the mark weighted correlation functions (MCFs), $W(s)$, to study the large scale structure of the Universe. We studied five types of MCFs with the weighting scheme $\rho^\alpha$, where $\rho$ is the local density, and $\alpha$ is…
Statistical data is often analyzed as a contingency table, sometimes with empty cells called zeros. Such sparse tables can be due to scarse observations classified in numerous categories, as for example in genetic association studies. Thus,…
Statistical data is often analyzed as a contingency table, sometimes with empty cells called zeros. Such sparse tables can be due to scarse observations classified in numerous categories, as for example in genetic association studies. Thus,…
Flux ratios of multiple images in strong gravitational lensing systems provide a powerful probe of dark matter substructure. Optical flux ratios of lensed quasars are typically affected by stellar microlensing, and thus studies of dark…
This paper provides a nonparametric test for the identity of two multivariate continuous distribution functions (d.f.'s) when they differ in locations. The test uses Wilcoxon rank-sum statistics on distances between observations for each of…
Linear stochastic transitivity is a central assumption in paired comparison models that is rarely verified in practice. Empirical violations, however, are common and can substantially affect inference and ranking. We develop a class of…
Monte Carlo methods are widely used for neutron transport simulations at least partly because of the accuracy they bring to the modeling of these problems. However, the computational burden associated with the slow convergence rate of Monte…
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…
The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…
This paper deals with two-sample tests for functional time series data, which have become widely available in conjunction with the advent of modern complex observation systems. Here, particular interest is in evaluating whether two sets of…
I present an analytic method for estimating the errors in fitting a distribution. A well-known theorem from statistics gives the minimum variance bound (MVB) for the uncertainty in estimating a set of parameters $\l_i$, when a distribution…
This article describes two Monte Carlo methods for calculating confidence intervals on cumulative density function (CDF) based multivariate normal quantiles that allows for controlling the tail regions of a multivariate distribution where…