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If the true distribution is Poisson-distributed, our confidence intervals will be somewhat wider, and our p-values will be conservative.
The indeterminate range exists because the true distribution of the D-W statistic is not tractable.
The distance between the true distribution and its estimate is modeled via ϕ-divergences.
The approach relies on the construction of a confidence set that contains the unknown true distribution.
Naturally, the true distribution is not known to the statistician who is evaluating the model.
Due to this, the CLT approximation understimates the tail of the true distribution.
Let P denote the true distribution of the observed data X.
The true distribution is then that corresponding to the coordinates of the agent which realized the match.
The comparison among CIQs is done on the basis of their coverage probabilities of the true distribution quantile.
Thus, the computed forwarding distribution will be representative for the true distribution up to the distance threshold.
Compared with the true distribution, the estimated slip deficit distribution is wider, and its weighted center is slightly shifted.
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com