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Abstract:
The probability distribution of the Pearson X2 of small samples was investigated in detail,by use of the period analysis of high energy astrophysical observations as an example.It is pointed out that the commonly used formula of X2 distribution leads to underestimating fluctuation probabilities of large Pearson X2 events if one uses that formula as the probability distribution of the Pearson X2.A new formula is presented for more precise calculation if the Pearson X2 probability distribution and compared with extensive Monte Carlo simulation results.
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