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arXiv 2204.12640cs.DScs.DMmath.PRmath.STstat.TH
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离散分布的最优贴近度检验使(复)变简单

Optimal Closeness Testing of Discrete Distributions Made (Complex) Simple

Clément L. Canonne, Yucheng Sun

摘要:

在本文中,我们回顾了Diakonikolas,Gouleakis,Kane,Peebles和Price(2021)最近的工作,并为他们的主要结果提供了另一种证明。我们的论证不依赖于泊松随机变量的任何特定性质(如稳定性和可分性),也没有任何“巧妙的技巧”,而是在一个身份有关的期望的绝对值的任何随机变量的积分,其特征功能:\[ \mathbb{E}[|X|] = \frac{2}π\int_0^\infty \frac{1-\Re(\mathbb{E}[e^{i tX}])}{t^2}\, dt \]我们的论点,而不是缺乏技术方面,可以说是概念上更简单,更一般;我们希望这种技术可以在分布测试中找到更多的应用。

英文摘要:

In this note, we revisit the recent work of Diakonikolas, Gouleakis, Kane, Peebles, and Price (2021), and provide an alternative proof of their main result. Our argument does not rely on any specific property of Poisson random variables (such as stability and divisibility) nor on any "clever trick," but instead on an identity relating the expectation of the absolute value of any random variable to the integral of its characteristic function: \[ \mathbb{E}[|X|] = \frac{2}π\int_0^\infty \frac{1-\Re(\mathbb{E}[e^{i tX}])}{t^2}\, dt \] Our argument, while not devoid of technical aspects, is arguably conceptually simpler and more general; and we hope this technique can find additional applications in distribution testing.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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