6533b856fe1ef96bd12b30f4

RESEARCH PRODUCT

Goodness-of-fit tests in many dimensions

A. Van Hameren

subject

PhysicsNuclear and High Energy PhysicsGaussianFOS: Physical sciencesProbability and statisticsVariance (accounting)Expectation valuesymbols.namesakeHigh Energy Physics - PhenomenologyHigh Energy Physics - Phenomenology (hep-ph)Goodness of fitPhysics - Data Analysis Statistics and ProbabilitysymbolsLimit (mathematics)Statistical physicsDimension (data warehouse)InstrumentationData Analysis Statistics and Probability (physics.data-an)Statistic

description

A method is presented to construct goodness-of-fit statistics in many dimensions for which the distribution of all possible test results in the limit of an infinite number of data becomes Gaussian if also the number of dimensions becomes infinite. Furthermore, an explicit example is presented, for which this distribution as good as only depends on the expectation value and the variance of the statistic for any dimension larger than one.

10.1016/j.nima.2005.11.136http://arxiv.org/abs/physics/0405008