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Record W4221160390 · doi:10.1080/02331888.2022.2084544

Refined normal approximations for the central and noncentral chi-square distributions and some applications

2022· article· en· W4221160390 on OpenAlexafffund
Frédéric Ouimet

Bibliographic record

VenueStatistics · 2022
Typearticle
Languageen
FieldEngineering
TopicSparse and Compressive Sensing Techniques
Canadian institutionsMcGill University
FundersFonds de recherche du Québec – Nature et technologiesNatural Sciences and Engineering Research Council of Canada
KeywordsMathematicsNoncentral chi-squared distributionQuantileSquare (algebra)Upper and lower boundsChi-square testDistribution (mathematics)Convergence (economics)Normal distributionRate of convergenceCombinatoricsApplied mathematicsStatisticsMathematical analysisRatio distributionGeometryAsymptotic distribution

Abstract

fetched live from OpenAlex

In this paper, we prove a local limit theorem for the chi-square distribution with r>0 degrees of freedom and noncentrality parameter λ≥0. We use it to develop refined normal approximations for the survival function. Our maximal errors go down to an order of r−2, which is significantly smaller than the maximal error bounds of order r−1/2 recently found by Horgan and Murphy [On the convergence of the chi square and noncentral chi square distributions to the normal distribution. IEEE Commun Lett. 2013;17(12):2233–2236. DOI:10.1109/LCOMM.2013.111113.131879] and Seri [A tight bound on the distance between a noncentral chi square and a normal distribution. IEEE Commun Lett. 2015;19(11):1877–1880. DOI:10.1109/LCOMM.2015.2461681]. Our results allow us to drastically reduce the number of observations required to obtain negligible errors in the energy detection problem, from 250, as recommended in the seminal work of Urkowitz [Energy detection of unknown deterministic signals. Proc IEEE. 1967;55(4):523–531. DOI:10.1109/PROC.1967.5573], to only 8 here with our new approximations. We also obtain an upper bound on several probability metrics between the central and noncentral chi-square distributions and the standard normal distribution, and we obtain an approximation for the median that improves the lower bound previously obtained by Robert [On some accurate bounds for the quantiles of a noncentral chi squared distribution. Stat Probab Lett. 1990;10(2):101–106. Available from: https://www.ams.org/mathscinet-getitem?mr=MR1072495].

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.018
metaresearch head score (Gemma)0.093
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.018
Threshold uncertainty score0.094

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0180.093
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0020.003
Bibliometrics0.0030.002
Science and technology studies0.0010.005
Scholarly communication0.0030.007
Open science0.0040.004
Research integrity0.0020.009
Insufficient payload (model declined to judge)0.0060.003

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.010
GPT teacher head0.222
Teacher spread0.212 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

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Citations4
Published2022
Admission routes2
Has abstractyes

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