Posts tagged ‘gaussian’

#### Poisson vs Gaussian, Part 2

Probability density functions are another way of summarizing the consequences of assuming a Gaussian error distribution when the true distribution is Poisson. We can compute the posterior probability of the intensity of a source, when some number of counts are observed in a source region, and the background is estimated using counts observed in a different region. We can then compare it to the equivalent Gaussian.

The figure below (AAS 472.09) compares the pdfs for the Poisson intensity (red curves) and the Gaussian equivalent (black curves) for two cases: when the number of counts in the source region is 50 (top) and 8 (bottom) respectively. In both cases a background of 200 counts collected in an area 40x the source area is used. The hatched region represents the 68% equal-tailed interval for the Poisson case, and the solid horizontal line is the ±1σ width of the equivalent Gaussian.

Clearly, for small counts, the support of the Poisson distribution is bounded below at zero, but that of the Gaussian is not. This introduces a visibly large bias in the interval coverage as well as in the normalization properties. Even at high counts, the Poisson is skewed such that larger values are slightly more likely to occur by chance than in the Gaussian case. This skew can be quite critical for marginal results. Continue reading ‘Poisson vs Gaussian, Part 2’ »

#### Poisson vs Gaussian

We astronomers are rather fond of approximating our counting statistics with Gaussian error distributions, and a lot of ink has been spilled justifying and/or denigrating this habit. But just how bad is the approximation anyway?

I ran a simple Monte Carlo based test to compute the expected bias between a Poisson sample and the “equivalent” Gaussian sample. The result is shown in the plot below.

The jagged red line is the fractional expected bias relative to the true intensity. The typical recommendation in high-energy astronomy is to bin up events until there are about 25 or so counts per bin. This leads to an average bias of about 2% in the estimate of the true intensity. The bias drops below 1% for counts >50. Continue reading ‘Poisson vs Gaussian’ »

#### Borel Cantelli Lemma for the Gaussian World

Almost two year long scrutinizing some publications by astronomers gave me enough impression that astronomers live in the Gaussian world. You are likely to object this statement by saying that astronomers know and use Poisson, binomial, Pareto (power laws), Weibull, exponential, Laplace (Cauchy), Gamma, and some other distributions. This is true. I witness that these distributions are referred in many publications; however, when it comes to obtaining “BEST FIT estimates for the parameters of interest” and “their ERROR (BARS)”, suddenly everything goes back to the Gaussian world.

Borel Cantelli Lemma (from Planet Math): because of mathematical symbols, a link was made but any probability books have the lemma with proofs and descriptions.

1. It is a bit disappointing fact that not many mention the t distribution, even though less than 30 observations are available.[]
2. To stay off this Gaussian world, some astronomers rely on Bayesian statistics and explicitly say that it is the only escape, which is sometimes true and sometimes not – I personally weigh more that Bayesians are not always more robust than frequentist methods as opposed to astronomers’ discussion about robust methods.[]

#### Mexican Hat [EotW]

The most widely used tool for detecting sources in X-ray images, especially Chandra data, is the wavelet-based wavdetect, which uses the Mexican Hat (MH) wavelet. Now, the MH is not a very popular choice among wavelet aficianados because it does not form an orthonormal basis set (i.e., scale information is not well separated), and does not have compact support (i.e., the function extends to inifinity). So why is it used here?
Continue reading ‘Mexican Hat [EotW]’ »

#### Books – a boring title

I have been observing some sorts of misconception about statistics and statistical nomenclature evolution in astronomy, which I believe, are attributed to the lack of references in the astronomical society. There are some textbooks designed for junior/senior science and engineering students, which are likely unknown to astronomers. Example-wise, these books are not suitable, to my knowledge. Although I never expect astronomers to learn standard graduate (mathematical) statistics textbooks, I do wish astronomers go beyond Numerical Recipes (W. H. Press, S. A. Teukolsky, W. T. Vetterling, & B. P. Flannery) and Error Data Reduction and Analysis for the Physical Sciences (P. R. Bevington & D. K. Robinson). Here are some good ones written by astronomers, engineers, and statisticians: Continue reading ‘Books – a boring title’ »