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Biased bootstrap sampling for efficient two-sample testing

Accepted version
Peer-reviewed

Type

Article

Change log

Authors

Gillam, TPS 
Lester, CG 

Abstract

The so-called 'energy test' is a frequentist technique used in experimental particle physics to decide whether two samples are drawn from the same distribution. Its usage requires a good understanding of the distribution of the test statistic, T, under the null hypothesis. We propose a technique which allows the extreme tails of the T-distribution to be determined more efficiently than possible with present methods. This allows quick evaluation of (for example) 5-sigma confidence intervals that otherwise would have required prohibitively costly computation times or approximations to have been made. Furthermore, we comment on other ways that T computations could be sped up using established results from the statistics community. Beyond two-sample testing, the proposed biased bootstrap method may provide benefit anywhere extreme values are currently obtained with bootstrap sampling.

Description

Keywords

Analysis and statistical methods, Data processing methods

Journal Title

Journal of Instrumentation

Conference Name

Journal ISSN

1748-0221
1748-0221

Volume Title

13

Publisher

IOP Publishing
Sponsorship
Science and Technology Facilities Council (ST/N000234/1)