Physical Review Letters · 2005 · 13 citations · 8 references
Natural SciencesPhysicsParticle PhysicsProbability TheoryStatisticsHypothesis TestingMonte Carlo MethodsMonte Carlo SimulationNoiseSignal Detection TheoryStatistical InferenceHigh-energy Particle RadiationNoise ContributionsScore TestStatistical Fluctuation AnalysisStatistical Significance TestingTest Statistic
We propose a new test statistic based on a score process for determining the statistical significance of a putative signal that may be a small perturbation to a noisy experimental background. We derive the reference distribution for this score test statistic; it has an elegant geometrical interpretation as well as broad applicability. We illustrate the technique in the context of a model problem from high-energy particle physics. Monte Carlo experimental results confirm that the score test results in a significantly improved rate of signal detection.
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Hermann Weyl · American Journal of Mathematics · 1939 · 490 citations
Computing Science and Statistics
Sanford Weisberg · 1999 · 391 citations