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Main Authors: Xia, Li-Gang, Zhang, Yan
Format: Preprint
Published: 2021
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Online Access:https://arxiv.org/abs/2101.06944
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author Xia, Li-Gang
Zhang, Yan
author_facet Xia, Li-Gang
Zhang, Yan
contents In this work, we attempt to refine the classic asymptotic formulae to describe the probability distribution of likelihood-ratio statistical tests. The idea is to split the probability distribution function into two parts. One part is universal and described by the asymptotic formulae. The other part is case-dependent and is estimated explicitly using a 6-bin model proposed in this work. The latter is similar to performing toy simulations and can therefore predict the discrete structures in the probability distributions. The new asymptotic formulae provide a much better differential description of the test statistics. This improved performance is demonstrated in two toy examples for common likelihood ratio statistics.
format Preprint
id arxiv_https___arxiv_org_abs_2101_06944
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Improved Asymptotic Formulae for Statistical Interpretation Based on Likelihood Ratio Tests
Xia, Li-Gang
Zhang, Yan
Data Analysis, Statistics and Probability
High Energy Physics - Experiment
In this work, we attempt to refine the classic asymptotic formulae to describe the probability distribution of likelihood-ratio statistical tests. The idea is to split the probability distribution function into two parts. One part is universal and described by the asymptotic formulae. The other part is case-dependent and is estimated explicitly using a 6-bin model proposed in this work. The latter is similar to performing toy simulations and can therefore predict the discrete structures in the probability distributions. The new asymptotic formulae provide a much better differential description of the test statistics. This improved performance is demonstrated in two toy examples for common likelihood ratio statistics.
title Improved Asymptotic Formulae for Statistical Interpretation Based on Likelihood Ratio Tests
topic Data Analysis, Statistics and Probability
High Energy Physics - Experiment
url https://arxiv.org/abs/2101.06944