Goodness-of-fit tests in many dimensions

Details Goodness-of-fit tests in many dimensions Goodness-of-fit tests in many dimensions

2004-05-03

arxiv.org/abs/physics/0405008v1

Nucl.Instrum.Meth. A559 (2006) 167-171

Physics

Data Analysis, Statistics and Probability

14 pages

Scientific paper

10.1016/j.nima.2005.11.136

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.

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