Journal article
Robust test statistics for data sets with missing correlation information
- Abstract:
- Not all experiments publish their results with a description of the correlations between the data points. This makes it difficult to do hypothesis tests or model fits with that data, since just assuming no correlation can lead to an overestimation or underestimation of the resulting uncertainties. This work presents robust test statistics that can be used with datasets with missing correlation information. They are exact in the case of no correlation and either guaranteed to be conservative—i.e., the uncertainty is never underestimated—in the presence of correlations, or they are also exact in the degenerate case of perfect correlation between the data points.
- Publication status:
- Published
- Peer review status:
- Peer reviewed
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(Preview, Version of record, 1.9MB, Terms of use)
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- Publisher copy:
- 10.1103/PhysRevD.103.113008
Authors
- Publisher:
- American Physical Society
- Journal:
- Physical Review D More from this journal
- Volume:
- 103
- Issue:
- 11
- Article number:
- 113008
- Publication date:
- 2021-06-21
- Acceptance date:
- 2021-05-25
- DOI:
- EISSN:
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2470-0029
- ISSN:
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2470-0010
- Language:
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English
- Keywords:
- Pubs id:
-
1161876
- Local pid:
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pubs:1161876
- Deposit date:
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2021-05-20
Terms of use
- Copyright holder:
- American Physical Society
- Copyright date:
- 2021
- Rights statement:
- © 2021 American Physical Society.
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