The AstroStat Slog

Astrophysics, especially high-energy astrophysics, is all about counting photons. And this, it is said, naturally leads to all our data being generated by a Poisson process. True enough, but most astronomers don’t know exactly how it works out, so this derivation is for them. Continue reading ‘Poisson Likelihood [Equation of the Week]’ »

From arxiv/astro-ph:0708.1208v1:
The measurement errors in the Swift-UVOT and XMM-OM by N.P.M. Kuin and S.R. Rosen

The probability distribution of photon counts from the Optical Monitor on XMM Newton satellite (XMM-OM) and the UVOT on the Swift satellite follows a binomial distribution due to detector characteristics. Incident count rate was derived as a function of the measured count rate, which was shown to follow a binomial distribution.
Continue reading ‘[ArXiv] Swift and XMM measurement errors, Sep. 8, 2007’ »

I’ve been heard so much, without knowing fundamental reasons (most likely physics), about coverage problems from astrostat/phystat groups. This paper might be an interest for those: Interval Estimation in Exponential Families by Brown, Cai,and DasGupta ; Statistica Sinica (2003), 13, pp. 19-49

Abstract summary:
The authors investigated issues in interval estimation of the mean in the exponential family, such as binomial, Poisson, negative binomial, normal, gamma, and a sixth distribution. The poor performance of the Wald interval has been known not only for discrete cases but for nonnormal continuous cases with significant negative bias. Their computation suggested that the equal tailed Jeffreys interval and the likelihood ratio interval are the best alternatives to the Wald interval. Continue reading ‘Coverage issues in exponential families’ »