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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 OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

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].

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Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.951
Threshold uncertainty score0.368

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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