2022/11/07 by Shtembari, Lolian, Caldwell, Allen
#Data Analysis #FOS: Computer and information sciences #FOS: Physical sciences #High Energy Physics - Experiment (hep-ex) #Instrumentation and Methods for Astrophysics (astro-ph.IM) #Methodology (stat.ME) #Statistics and Probability (physics.data-an)
paper · doi:10.48550/arxiv.2211.03478
Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal distribution in experiments contaminated by poorly understood backgrounds. Out-of-the-box non-parametric tests that can target any proposed distribution are only available in the univariate case. In this paper, we discuss how to build goodness-of-fit tests for arbitrary multivariate distributions or multivariate data generation models.