Beyond single-threshold searches: the Event Stacking Test

Understand

We present a new statistical test that examines the consistency of the tails of two empirical distributions at multiple thresholds.

• Such distributions are often encountered in counting experiments, in physics and elsewhere, where the significance of populations of events is evaluated.
• This multi-threshold approach has the effect of "stacking" multiple events into the tail bin of the distribution, and thus we call it the Event Stacking Test.
• This test has the ability to confidently detect inconsistencies composed of multiple events, even if these events are low-significance outliers in isolation.