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From "Phil Steitz" <p...@steitz.com>
Subject Re: [math] EmpiricalDistribution improvments
Date Mon, 16 Feb 2004 14:47:00 GMT
Piotr KochaƱski wrote:
> Phil Steitz wrote:
> 
> 
>>1. Either remove or implement the "not implemented yet" distribution 
>>persistence methods.  I am ambivalent on these, maybe just supporting 
>>serialization is enough.
> 
> 
> The question is if it happens very often that we obtain data in the
> form of the EDF. This might be the case if data are pre-processed
> using different application (or experimental equipment)...

The use case that I had in mind was repeated simulation runs using the 
same source dataset -- for this it would be handy to be able to digest a 
large dataset once and then reload just the digest (EDF) for subsequent 
runs.

> 
> I'm thinking about the best form in which EmpiricalDistribution can be
> saved,
> maybe saving pairs 
> observed_value_i = probability_i
> would do the job?

There is more data than that -- remember the bin stats, etc.  If we want 
to do it in a platform-independent way, that will be interesting; 
otherwise we could just serialize the whole mess using Java 
serialization (hence the comment that maybe just implementing 
Serializable is enough).

> 
> 
>>3. Develop some sort of rationale for the test tolerances.  This is an 
>>interesting mathstat problem.  I would ideally like to use statistical 
>>tests (like elsewhere in the random package), but it is not obvious what 
>>the right test or test parameters should be.
> 
> 
> As long as we test means or variances we can use t test or some variance
> equality test (Levene test). However we need to choose significane level
> anyway, so still there is a arbitrary number (like "tolerance" we have
> now),
> on the other hand this number have clear interpretation.

Yes, that is the problem.  I don't see how exactly we can correctly set 
df for the t-test, for example, since the sampling distribution of the 
"mean of EDF-generated values" is sort of an ugly beast that depends on 
the the number and dispersion of the origial values as well as the 
number of bins and the number of generated values.

Phil

> 
> Piotr
> 
> 
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