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arXiv · 2610.28681

Testing the statistical compatibility of data sets with a common prior

Pilar Coloma·Michele Maltoni·Thomas Schwetz
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Abstract

The Parameter Goodness-of-fit (PG) test [hep-ph/0304176] offers a simple test statistic to study the compatibility of different data sets within a given theoretical model. In its original formulation it assumes that the data sets are statistically independent. We propose an extension of the PG test for the situation when some parameters of the model are constrained by an auxiliary data set called prior here. As the prior is imposed for all data sets, they are no longer statistically independent. We show that under the Gaussian approximation, the prior-constrained PG test statistic follows a generalised $χ^2$ distribution, which can be used to obtain $p$-values in a straight-forward way. In the approximation of a strong prior constraint, the test converges towards the standard PG test for the unconstrained model parameters.

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Pilar Coloma, Michele Maltoni, Thomas Schwetz. 2026-10-19. Testing the statistical compatibility of data sets with a common prior. https://arxiv.org/abs/2610.28681

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