A Bayesian Assessment of P-Values for Significance Estimation of Power Spectra and an Alternative Procedure, with Application to Solar Neutrino Data

TL;DR

This paper introduces a Bayesian method for assessing the significance of peaks in power spectra, providing more conservative and potentially more accurate significance estimates than traditional p-values, with applications to solar neutrino data.

Contribution

It develops a Bayesian framework for significance estimation of power spectrum peaks, proposing simple conditions for the alternative hypothesis and combining independent estimates.

Findings

Bayesian significance estimates are more conservative than p-values.

The method successfully applied to solar neutrino data analyses.

Proposes a simple model satisfying key conditions for the alternative hypothesis.

Abstract

The usual procedure for estimating the significance of a peak in a power spectrum is to calculate the probability of obtaining that value or a larger value by chance (known as the "p-value"), on the assumption that the time series contains only noise - typically that the measurements are derived from random samplings of a Gaussian distribution. We really need to know the probability that the time series is - or is not - compatible with the null hypothesis that the measurements are derived from noise. This probability can be calculated by Bayesian analysis, but this requires one to specify and evaluate a second hypothesis, that the time series does contain a contribution other than noise. We approach the problem of identifying this function in two ways. We first propose three simple conditions that it seems reasonable to impose on this function, and show that these conditions may be satisfied by a simple function with one free parameter. We then define two different ways of combining information derived from two independent power estimates. We find that this consistency condition may be satisfied, to good approximation, by a special case of the previously proposed likelihood function. We find that the resulting significance estimates are considerably more conservative than those usually associated with the p-values. As two examples, we apply the new procedure to two recent analyses of solar neutrino data: (a) power spectrum analysis of Super-Kamiokande data, and (b) the combined analysis of radiochemical neutrino data and irradiance data.