Statistical Model Checking Beyond Means: Quantiles, CVaR, and the DKW Inequality (extended version)

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Hauptverfasser: Budde, Carlos E., Hartmanns, Arnd, Meggendorfer, Tobias, Weininger, Maximilian, Wienhöft, Patrick
Format: Preprint
Veröffentlicht: 2025
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author Budde, Carlos E.
Hartmanns, Arnd
Meggendorfer, Tobias
Weininger, Maximilian
Wienhöft, Patrick
author_facet Budde, Carlos E.
Hartmanns, Arnd
Meggendorfer, Tobias
Weininger, Maximilian
Wienhöft, Patrick
contents Statistical model checking (SMC) randomly samples probabilistic models to approximate quantities of interest with statistical error guarantees. It is traditionally used to estimate probabilities and expected rewards, i.e. means of different random variables on paths. In this paper, we develop methods using the Dvoretzky-Kiefer-Wolfowitz-Massart inequality (DKW) to extend SMC beyond means to compute quantities such as quantiles, conditional value-at-risk, and entropic risk. The DKW provides confidence bounds on the random variable's entire cumulative distribution function, a much more versatile guarantee compared to the statistical methods prevalent in SMC today. We have implemented support for computing new quantities via the DKW in the 'modes' simulator of the Modest Toolset. We highlight the implementation and its versatility on benchmarks from the quantitative verification literature.
format Preprint
id arxiv_https___arxiv_org_abs_2509_11859
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Statistical Model Checking Beyond Means: Quantiles, CVaR, and the DKW Inequality (extended version)
Budde, Carlos E.
Hartmanns, Arnd
Meggendorfer, Tobias
Weininger, Maximilian
Wienhöft, Patrick
Methodology
Discrete Mathematics
Logic in Computer Science
Statistical model checking (SMC) randomly samples probabilistic models to approximate quantities of interest with statistical error guarantees. It is traditionally used to estimate probabilities and expected rewards, i.e. means of different random variables on paths. In this paper, we develop methods using the Dvoretzky-Kiefer-Wolfowitz-Massart inequality (DKW) to extend SMC beyond means to compute quantities such as quantiles, conditional value-at-risk, and entropic risk. The DKW provides confidence bounds on the random variable's entire cumulative distribution function, a much more versatile guarantee compared to the statistical methods prevalent in SMC today. We have implemented support for computing new quantities via the DKW in the 'modes' simulator of the Modest Toolset. We highlight the implementation and its versatility on benchmarks from the quantitative verification literature.
title Statistical Model Checking Beyond Means: Quantiles, CVaR, and the DKW Inequality (extended version)
topic Methodology
Discrete Mathematics
Logic in Computer Science
url https://arxiv.org/abs/2509.11859