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  • Open Access

Calculation of p-values for quadratic statistics in pulsar timing arrays

Rutger van Haasteren*

  • *Contact author: rutger@vhaasteren.com

Phys. Rev. D 112, 103009 – Published 6 November, 2025

DOI: https://doi.org/10.1103/b3y4-yfr1

Abstract

Pulsar Timing Array (PTA) projects have reported various lines of evidence suggesting the presence of a stochastic gravitational wave (GW) background in their data. One key line of evidence involves a detection statistic sensitive to interpulsar correlations, such as those induced by GWs. A p-value is then calculated to assess how unlikely it is for the observed signal to arise under the null hypothesis H0, purely by chance. However, PTAs cannot empirically draw samples from H0. As a workaround, various techniques are used in the literature to approximate p-values under H0. One such technique, which has been characterized as a model-independent method, is the use of “scrambling” transformations that modify the data to cancel out pulsar correlations, thereby simulating realizations from H0. In this work, scrambling methods and the detection statistic are investigated from first principles. The p-value methodology that is discussed is general, but the discussions regarding a specific detection statistic apply to the detection of a stochastic background of gravitational waves with PTAs. All methods in the literature to calculate p-values for such a detection statistic are rigorously analyzed, and analytical expressions are derived for the distribution of the detection statistic and the corresponding p-values. All this leads to the conclusion that scrambling methods are not model independent and thus not completely empirical. With a single realization of data our results are necessarily always model dependent, which any analysis will need to accept. Instead of scrambling approaches, rigorous Bayesian and Frequentist p-value calculation methods are advocated, the evaluation of which depend on the generalized χ2 distribution. This view is consistent with the posterior predictive p-value approach that is already in the literature. Efficient expressions are derived to evaluate the generalized χ2 distribution of the detection statistic on real data. It is highlighted that no Frequentist p-values have been calculated correctly in the PTA literature to date.

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