Biased bootstrap sampling for efficient two-sample testing

作     者：Gillam, T. P. S. Lester, C. G. 

作者机构：GAM Systemat Cantab Hills Rd Cambridge England Univ Cambridge Dept Phys JJ Thomson Ave Cambridge England 

出 版 物：《JOURNAL OF INSTRUMENTATION》 (仪表制造杂志)

年 卷 期：2018年第13卷第12期

页      面：P12014-P12014页

核心收录：

学科分类：08[工学] 080401[工学-精密仪器及机械] 0804[工学-仪器科学与技术] 081102[工学-检测技术与自动化装置] 0811[工学-控制科学与工程] 

基　　金：United Kingdom's Science and Technology Facilities Council (STFC) [RG79174 (ST/N000234/1), RG95164 (ST/S000712/1)] STFC [ST/N000234/1] Funding Source: UKRI 

主　　题：Analysis and statistical methods Data processing methods 

摘      要：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.