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# Chandra X-Ray Spectroscopy and Imaging of the Galaxy Cluster PKS 0745-191

## 1 INTRODUCTION

As the largest gravitationally bound objects in the universe, clusters of galaxies are important tracers of the large scale distribution of matter. Because the distribution of clusters depends sensitively on the underlying cosmology (Evrard, 1990; Frenk et al., 1990; Richstone, Loeb & Turner, 1992; Navarro, Frenk & White, 1995; Eke, Cole & Frenk, 1996), improved tests of cosmological models require accurate measurements of the properties of many individual clusters. The masses of galaxy clusters and their internal matter distribution are of particular interest. Three primary observational techniques have been widely used to derive the mass distribution in galaxy clusters: measurements of the galaxy velocity dispersion, modeling of gravitational lensing effects, and examination of X-ray emission from hot intra-cluster gas.

Most early measurements of cluster masses were based on optical observations of the motion of cluster galaxies. These measurements are complicated by the fact that cluster membership for individual galaxies is often uncertain. Furthermore, although determination of cluster masses from the galaxy velocity dispersion is founded on the assumption that the cluster is virialized, the virialization requirement is often unsatisfied. Many clusters are dynamically young and unrelaxed because the dynamical time scale for cluster formation is comparable to the Hubble time (Richstone et al. 1992).

Gravitational lensing studies infer the cluster mass from measurements of distortions produced in images of background galaxies. Lensing studies have the advantage that they directly measure the total projected mass in all forms along the line of sight. In particular, the lensing mass includes both luminous and dark matter, independent of assumptions about the dynamical state of the cluster (Tyson, Valdes & Wenk, 1990; Kaiser & Squires, 1993). However, lensing measurements give no information on the dynamical state of the cluster or the relative amounts of luminous and dark matter or the segregation of baryonic matter between galaxies and intra-cluster hot gas.

X-ray observations of clusters provide complementary data, yielding a measure of the cluster mass which is independent of mass concentrations along the line of sight and also, through the plasma temperature map, yielding information on the dynamical state of the cluster (Mathiesen & Evrard, 2001). The intracluster gas provides a useful probe of the cluster mass because the gas rapidly attains hydrostatic equilibrium in the cluster potential. In equilibrium, the gas temperature is typically in the range $`10^710^8`$ keV, making the gaseous intracluster medium a prodigious source of thermal X-ray emission. Using X-ray observations to measure the gas density and temperature and assuming spherical symmetry, the radial mass distribution, $`M(r)`$, can be derived from the condition of hydrostatic equilibrium

$$M_{\mathrm{tot}}(<r)=\frac{kTr}{\mu m_pG}\left[\frac{\mathrm{d}\mathrm{ln}\rho _{\mathrm{gas}}}{\mathrm{d}\mathrm{ln}r}+\frac{\mathrm{d}\mathrm{ln}T}{\mathrm{d}\mathrm{ln}r}\right],$$
(1)
where $`\rho _{\mathrm{gas}}`$ is the gas density and $`T`$ is the gas temperature. Detailed simulations indicate that the assumption of hydrostatic equilibrium can yield reasonably accurate cluster masses even in cases where the cluster has not completely relaxed, although the exact range of validity of this approach remains uncertain (Schindler, 1996; Evrard et al., 1996; Anninos & Norman, 1996; Eke, Navarro & Frenk, 1998).

Along with their cosmological implications, X-ray observations of galaxy clusters are also motivated by interest in the origin and evolution of the gaseous intracluster medium itself. One question which has been the focus of intensive effort for a number of years concerns the fate of the X-ray emitting gas. In a large fraction of dynamically relaxed clusters, the radiative cooling time of gas in the cluster core is short compared to the Hubble time. In the absence of a heat source capable of balancing losses due to cooling, the intracluster gas is expected to settle inward in a “cooling flow” (e.g. see Sarazin (1988); Fabian (1994)). Previous X-ray estimates of the cooling rates ($`\dot{\mathrm{M}}`$) revealed many clusters with $`\dot{\mathrm{M}}>100\mathrm{M}_{}\mathrm{yr}^1`$ and, in some cases, as high as $`\dot{\mathrm{M}}1000\mathrm{M}_{}\mathrm{yr}^1`$. Once it cools below X-ray emitting temperatures, the fate of the gas is unclear but, given the amount of material involved, some observable signature is expected. Sustained over a Hubble time, these cooling rates imply the accumulation of $`>10^{12}\mathrm{M}_{}`$ of material, but detailed examination of clusters at many wavelengths has so far failed to confirm the amount of cooling material inferred from X-ray observations or to reveal its final state.

Allen, Fabian & Kneib (1996) and Allen (1998) have argued that the presence of a cooling flow can have an important affect on the cluster mass determination. Recent comparisons between cluster masses determined from X-ray observations and from gravitational lensing have revealed disagreements in the sense that the lensing value is sometimes larger than the X-ray determined value. However, Allen et al. (1996) have argued that, at least for relaxed clusters, better agreement can be obtained if the presence of a cooling flow is taken into account.

The luminous cluster PKS 0745-191 is an excellent example. Using X-ray observations from ASCA and ROSAT, Allen et al. (1996) report that PKS 0745-191 contains one of the largest known cooling flows, with a mass deposition rate of $`1000\mathrm{M}_{}\mathrm{yr}^1`$. From optical observations, they also report the discovery of a bright arc consistent with gravitational lensing of a galaxy at redshift $`z=0.433`$. Using the lensing data, they derive the projected mass of the central part of the cluster, finding good agreement with the corresponding mass obtained from a multiphase analysis of the X-ray data. They emphasize, however, that a multiphase analysis is required; their single-phase analysis of the ASCA data clearly disagrees with their lensing result, yielding a mass which is smaller than the lensing value by a factor of $`3`$.

In this paper, we present our analysis of high-angular resolution X-ray imaging observations of PKS 0745-191 using the Chandra X-ray observatory. From these data, we derive mass estimates and cooling flow mass deposition rates. X-ray surface brightness and abundance profiles are also presented, along with a map of the projected plasma temperature distribution. In addition, we compare our high-resolution X-ray image of the cluster core with observations in the optical and radio.

Throughout this paper we used $`\mathrm{H}_0`$=50 $`\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, $`\mathrm{\Omega }_M`$=1.0, $`\mathrm{\Omega }_\mathrm{\Lambda }`$=0.0, and $`\mathrm{q}_0`$=0.5. For PKS 0745-191 we take the redshift to be $`z=0.1028`$, so that the luminosity distance $`D=631`$ Mpc, and $`1\mathrm{}`$ corresponds to a linear distance of 2.57 kpc.

## 2 OBSERVATIONS

PKS 0745-191 was observed twice using the Chandra/HETGS. The first of these observations, observation ID (obsid) 510, occurred on October 14, 1999, when the temperature of the ACIS focal plane was $`110^o`$ C. The second observation (obsid 1509) was on March 4, 2000 at a focal plane temperature of -120. There was a 208 degree difference in roll angle between the two observations.

The ACIS gain was corrected using the most recent calibration files available, taking into account the focal plane temperature of the instrument during each observation. The aspect solutions were examined for irregularities but none were found. Background contamination due to charged particle flares was reduced by removing time intervals during which the background rate exceeded the average background rate by more than 20%. The event files were filtered on standard grades and bad pixels were removed using standard cleaning procedures. After filtering, the net remaining exposure times were 44784 seconds and 38999 seconds, respectively.

We fit a two-dimensional elliptical Lorentzian to the counts image of each dataset to locate the center of the X-ray emission peak and measure its ellipticity. The center positions of the two observations differ in declination by $`3\mathrm{}`$, apparently due to an astrometry error in pipeline processing. For this reason, our imaging analysis used only the more recently reprocessed observation, obsid 510. Our spectral analysis is unaffected by the offset.

Using obsid 510, the centroid of the flux corrected X-ray emission lies at (07:47:31.3$`\pm 0.5`$, -19:17:40.0$`\pm 0.5`$) (J2000), the exact coordinates of the cD galaxy. The axis-ratio is $`0.65\pm 0.06`$, with the major axis at position angle of $`99^{}\pm 3`$, measured counterclockwise on the sky from North.

The zeroth order image is sufficiently extended that it overlaps with events from the dispersed spectra. This overlap has no effect on the cluster core, becoming signifcant only at a radius of $`75\mathrm{}`$ from the center of the zeroth order image. The cross-dispersion extent of the overlap region was measured by fitting Gaussians to the cross-dispersion profiles. To remove the overlap, we excised the region beginning $`75\mathrm{}`$ (193 kpc) along the dispersion direction from the cluster center, and extending to approximately 2$`\sigma `$ in the cross-dispersion direction on either side of the axis of the dispersed spectrum. Within a radius of $`2.3\mathrm{}`$ (360 kpc) any remaining contamination lies at a very low level and is restricted to energies $`E>4`$ keV along the MEG dispersion direction and $`E>8`$ keV along the HEG dispersion direction.

## 3 SPECTRAL ANALYSIS

Chandra’s unparalleled spatial resolution makes it possible to examine spatial variations in the X-ray emission on much smaller scales than were previously accessible. In this section we present our analysis of the structure of the inner $`2.3\mathrm{}`$ (360 kpc) of PKS 0745-191. We also discuss a similar analysis of the emission-weighted mean spectrum which may be directly compared with results from lower resolution observations.

### 3.1 Integrated Spectrum Analysis

Spectra were extracted from both data sets in an elliptical region with a $`2\mathrm{}`$ ($``$300 kpc) major axis and an ellipticity of 0.35, centered on the X-ray emission peak. These extractions yielded spectra with 56,863 counts and 47,288 counts for OBSID 510 and 1509, respectively. These spectra were then analyzed with XSPEC (Arnaud, 1996) using response matrice files (RMFs) and effective area files (ARFs) generated from the latest version of the Chandra calibration database (CALDB 2.7); the RMF includes the improved calibration for the low energy response of the aimpoint CCD on ACIS-S. For all analyses, a single RMF was generated at the position of the X-ray centroid and used for analysis of the entire region. Variations in the spectral resolution of the ACIS-S aimpoint CCD were found to be smaller than 10% within the extraction region; fits using RMFs taken from other points in the region gave equivalent results within the errors. Variations in the effective area were negligible within the extraction region. Backgrounds were extracted for these observations from the aim point chip (ACIS-S3). The background regions were chosen as far away from the aimpoint as possible and were sized to minimize contamination by diffracted photons. Each spectrum was grouped to contain least 20 counts per bin, and data from the two observations were fit simultaneously.

The spectra were fitted with three models, each including foreground absorption: a single temperature model, a two temperature model, and a single temperature plus cooling flow model. Each of the spectral models were fit twice, once with the absorbing column frozen at its measured value of 4.24 $`\times 10^{21}\mathrm{cm}^2`$ (Dickey & Lockman, 1990), and once allowing the absorption to vary. The cluster redshift was fixed throughout the analysis. Data below 0.5 keV were excluded from the fits due to uncertainties in the ACIS calibration while energies above 8.0 keV were neglected due to background contamination. The results of these spectral fits along with 90% confidence ranges, are shown in Table-1.

Of the models considered, the best fits were obtained with two temperature MEKAL and multiphase MKCFLOW plasma models. A plot of the fit to the two temperature model is shown in Figure-1. For this model, we find an ambient cluster temperature of $`8.7_{0.5}^{+0.5}`$ keV, a low temperature component of $`1.2_{0.1}^{+0.1}`$ keV, and an abundance of $`0.52_{0.05}^{+0.05}`$ solar. The reduced $`\chi ^2`$ for this fit was 1.02 for 929 degrees of freedom. These results are consistent with both the $`02\mathrm{}`$ ASCA cooling flow analysis of Allen et al. (1996) and the $`02\mathrm{}`$ BeppoSAX multiphase analysis of PKS 0745-191 (De Grandi & Molendi, 1999).

The larger residuals between 1.3-2 keV Figure-1 appear to be the result of a calibration problem, most likely associated with spatial variations in the RMF combined with interpolation errors on the rather coarse energy grid used in the RMF calibration. Similar residuals are seen in observations of other clusters, generally appearing in cases where spectra have been extracted from a source which spans several of the detector regions where calibration data is specified. These residuals do not significantly affect our fit results.

### 3.2 Spatially Resolved Spectra

To investigate the radial dependence of temperature and abundance in PKS 0745-191, spectra were extracted from 12 elliptical annuli spanning the central $`2\stackrel{}{\mathrm{.}}3`$ (360 kpc) of the cluster. Figure-2 shows the spectral extraction regions overlaid on an adaptively smoothed counts image of the cluster. The extraction regions were sized to ensure at least 3000 counts per spectrum in the 0.29-7.0 keV band for each data set. The extracted spectra were grouped to contain 20 counts per bin and analyzed using XSPEC. Models were fit to data over the energy range 0.6-7.0 keV. ARFs, RMFs, and backgrounds used were the same as described in §3.1, and data from the two observations were again fit simultaneously at each radius.

The same plasma models described in §3.1 were again used to fit the data. While single temperature spectral models generally fit the data well (reduced $`\chi ^2`$ of 0.98-1.55), adding a cooler component in fits to the nine innermost spectra (the central 215 kpc of the cluster) improved the fits somewhat. Outside of that region, the normalization of the low temperature component of the two temperature model was consistent with zero, and single temperature models provided equally good fits to the data. The cooling flow model did not constrain the temperature outside of the innermost region.

Because of large discrepancies in spatial resolution, it is difficult to compare prior work on the spatial structure of PKS 0745-191 to the results reported in this section. However, it is worth noting that our results differ in some respects.

In their BeppoSAX analysis, De Grandi & Molendi (1999) ruled out a large temperature gradient in PKS 0745-191, but our investigation shows that there is indeed a noticeable gradient present in the central region (Figures 3 & 4). Their work also supports a strong abundance gradient, but we see no indication of such a gradient in the inner 360 kpc ($`2.3\mathrm{}`$) of the cluster. Instead, we find that the abundance remains relatively constant throughout the core (Figure-5), with an average value of $`0.5`$ solar, consistent with their result for the inner $`2\mathrm{}`$. The results of Allen et al. (1996) are also consistent with a constant metal abundance although they favor a somewhat lower value of $`0.3`$.

### 3.3 Temperature Maps

Extending the radial analysis discussed above, we have generated maps of the plasma temperature in the central regions of the cluster. These maps were computed for both datasets independently using a custom module within the ISIS (Houck & DeNicola, 2000) spectral analysis package which automates the process of extracting many PI spectra, generating appropriate ARFs and RMFs for each spectrum, and then fitting a given spectral model (see Houck et al. (2001) for a detailed description).

In generating the temperature maps, a grid of adaptively sized extraction regions were selected to contain a minimum of 2000 counts in the 0.3-7.0 keV band. The grid was selected to span a 200x200 arcsec region centered on the cluster peak, consistent with the integrated spectrum analysis described above. We avoid problems associated with chip edge effects by choosing spectral extraction regions which lie entirely within the edges of the ACIS-S3 chip. The extracted spectra were fit with a MEKAL plasma model including foreground Galactic absorption fixed at the nominal value of 4.24 $`\times 10^{21}\mathrm{cm}^2`$. The abundance was fixed at a value of 0.5 as determined by the integrated spectral fits. Single-parameter 90% confidence limits were computed for each fit to estimate the level of statistical uncertainty in each pixel of the temperature map. Although the temperature map shown in Figure-6 was computed holding the absorbing column and metal abundance fixed, similar results were obtained when the absorbing column and metal abundance were allowed to vary.

The temperature map for the central 100$`^{^{\prime \prime }}`$x100$`^{^{\prime \prime }}`$ region of PKS 0745-191 (OBSID 510) is shown in Figure-6. In general, the resulting temperature structure is consistent with the radial temperature profile presented in Figure-3. The overall temperature morphology traces the X-ray surface brightness. The region of coolest emission, with temperatures $``$3-4 keV, appears to be centered at a slight offset from the position of the central cD. However, this scale is comparable to the map resolution in the core and so may be consistent with a zero offset. Finally, we find no evidence for gas cooler than $``$3 keV consistent with results from other cooling flows observed with Chandra and XMM (Peterson et al., 2001; Wise et al., 2002).

## 4 SURFACE BRIGHTNESS

Radial surface brightness profiles were computed for each observation. To minimize errors due to the energy-dependence of the effective area, we divided the 0.29-7.0 keV bandpass into 12 bands in which the effective area is roughly constant. In each energy band, we extracted a 2048$`\times `$2048 image of the undispersed zero-order counts. We also computed a zero-order exposure map for each energy band. After excising regions affected by contamination from dispersed counts, the surface brightness was computed in elliptical annuli with centroid, position angle and axis-ratio given in §2. All quoted radii are measured along the semi-major axis.

The surface brightness profiles from each dataset were mutually consistent within their errors. In each energy band, the surface brightness profiles from each dataset were fit simultaneously, once with a single $`\beta `$-model and once with a double $`\beta `$-model. The single $`\beta `$-model has the form

$$I(r)=I_B+I_0\left(1+\frac{r^2}{r_0^2}\right)^{3\beta +\frac{1}{2}}$$
(2)
where $`I_B`$ is a constant representing the intensity contribution of the background, $`I_0`$ is the normalization and $`r_0`$ is the core radius. The double $`\beta `$-model has the form

$$I(r)=I_B+I_1\left(1+\frac{r^2}{r_1^2}\right)^{3\beta _1+\frac{1}{2}}+I_2\left(1+\frac{r^2}{r_2^2}\right)^{3\beta _2+\frac{1}{2}}$$
(3)
where each component has fit parameters $`(I_k,r_k,\beta _k)`$.

Table-2 shows the results of fitting a single $`\beta `$-model to those energy bands which have sufficient signal to noise to constrain the parameters. Although a single $`\beta `$-model yields a reasonably good fit to the surface brightness profile, it fails to account for a significant excess of emission in the cluster core. Adding a second $`\beta `$ component (Table-3) yields a better fit to the surface brightness profile (Figure-7), consistent with the findings of Ikebe et al. (1999) and Xue & Wu (2000).

The double $`\beta `$-model yields the best fit to the 0.29-7.0 keV data giving $`\beta =0.49_{0.01}^{+0.02}`$ (at large radius), a core radius of $`51.42_{2.57}^{+2.57}`$ kpc, and a background value of 1.4$`\times 10^8`$ phot $`\mathrm{s}^1`$ $`\mathrm{cm}^2`$ $`\mathrm{arcsec}^2`$, with a reduced $`\chi ^2`$ of 1.15 for 473 degrees of freedom. Although the core radius of our best fitting single $`\beta `$-model is comparable to the $`37.5\pm 5`$ kpc core radius reported by Allen (1998), the outer core radius of the double $`\beta `$-model is significantly larger.

## 5 IMAGING ANALYSIS

### 5.1 Substructure

We used an unsharp masking technique to examine the substructure in the cluster core. By subtracting a heavily smoothed, flux-corrected image ($`I_S`$) from an adaptively smoothed, full-resolution image ($`I_F`$), we effectively subtract out the smooth, large scale structure leaving residuals associated with smaller-scale inhomogeneities.

A full resolution 400$`\times `$400 pixel image centered on the X-ray emission peak was extracted from obsid 510 in the 0.29-7.0 keV band. A matching zero-order exposure map was constructed for the same region. Regions contaminated by dispersed photons were removed from both the image and exposure map and the resulting image was adaptively smoothed using the CIAO tool CSMOOTH. A similar image was smoothed with a Gaussian kernel of 20 pixel ($`10\mathrm{}`$) FWHM. Each of the two resulting images was divided by the exposure map and exposure time, to produce flux-corrected images. The residual image, ($`I_FI_S`$), with hardness contour overlays is shown in Figure-8.

Substructure is clearly present in the core of PKS 0745, with excess emission covering an elongated area of about 100 kpc $`\times `$ 50 kpc. The brightest point in this image lies directly on the cD galaxy at the center of the cluster, and has a surface brightness which is 68% of the adaptively smoothed surface brightness at that point.

Similar images were made in a hard band ($`H`$: 2.0-7.0 keV) and a soft band ($`S`$: 0.29-2.0 keV). These images showed no appreciable difference in the morphology of the core substructure, although the relatively low signal to noise ratio is not sensitive to weak temperature variations.

### 5.2 Hardness Map

Images with the same specifications as those mentioned in §5.1 were made of both the hard band ($`H`$) and the soft band ($`S`$). These images were smoothed using the smoothing scale produced in the analysis of the full energy band (0.29-7.0 keV). Using exposure maps calculated for the individual bands, and following the procedure detailed in §5.1, smoothed, flux-corrected images were constructed. Using these flux-corrected images $`I_H`$ and $`I_S`$, we constructed a hardness map ($``$), defined as

$$\frac{I_SI_H}{I_S+I_H}.$$
(4)
Contours of the resulting hardness ratio image ($``$) are overlayed on the core residuals map of Figure-8.

Although the hardness contours are less elongated than the residuals image, ellipticity is clearly present. Soft emission is peaked in two places, neither of which corresponds exactly to the position of the cD, although the more central of the soft emission peaks lies within $`3\mathrm{}`$ of it.

### 5.3 Optical and Radio Comparisons

The adaptively smoothed core image ($`I_F`$) from §5.1 was used to construct a set of ten X-ray isophotes, spaced logarithmically over a range in surface brightness from 2.2$`\times 10^8`$ to 1.8$`\times 10^6\mathrm{phot}\mathrm{s}^1\mathrm{cm}^2\mathrm{pix}^2`$. Figure-9 shows these contours overlaid on an HST optical image of PKS 0745-191 obtained from the HST archive.

Ten isophotes were also constructed with the 8350 Mhz VLA radio image of PKS 0745-191 (Taylor, Barton, & Ge, 1994), logarithmically spaced over the range 1$`\times 10^4`$ to 1$`\times 10^2\mathrm{Jy}\mathrm{beam}^1`$. Figure-10 shows these radio contours overlaid on the adaptively smoothed core image ($`I_F`$) from §5.1.

Figures 9 and 10 show that the X-ray emission peak of PKS 0745-191 lies within $`0.5\mathrm{}`$ (the spatial resolution of Chandra) of both the optical and radio centers of the cD galaxy. This is consistent with the ROSAT result of Allen et al. (1996) who found that their X-ray emission peak corresponded to the optical position of the cD within the point spread function of ROSAT ($``$$`5\mathrm{}`$).

Examination of the center of the optical image, reveals that the major axis of the cD is misaligned with the X-ray isophotes, although the optical and X-ray contours are well correlated on larger scales. In contrast, the radio morphology does not appear correlated with the X-ray emission. An anti-correlation between X-ray and radio morphology has been seen in some nearby clusters of galaxies (McNamara et al., 2000), but these data do not clearly show this effect.

The brightest of the gravitiational arcs of PKS 0745-191 can be seen in the optical image as a faint streak directly to the right of the cluster. There seems to be no apparent connection between the X-ray emission and the arcs.

## 6 MASS DETERMINATION

### 6.1 Density and Cooling Time

A cluster of galaxies whose X-ray surface brightness profile follows a $`\beta `$-model is consistent with a gas density distribution of the form

$$n_{\mathrm{gas}}(r)=n_0\left(1+\frac{r^2}{r_c^2}\right)^{3\beta /2}$$
(5)
where $`n_0`$ is the cluster central density. This relation assumes isothermal, hydrostatic equilibrium in spherical symmetry. X-ray spectral fits determine both plasma temperature and, via the emission measure, the central density.

Spectra were extracted from an elliptical aperture with a 0.5 Mpc major axis, which was centered on the X-ray emission peak. The spectra were grouped into 20 count bins, and the 0.5-8.0 keV data were fit in XPEC with the same calibration files, backgrounds, and models employed in §3.1. The resulting best-fit temperatures (using the higher temperature from the two temperature model) and computed central densities are given in Table-4.

The characteristic time that it takes a plasma to cool isobarically through an increment of temperature $`\delta `$T can be written

$$\delta t_{cool}=\frac{5}{2}\frac{k}{n\mathrm{\Lambda }(T)}\delta T$$
(6)
where $`n`$ is the electron density, $`\mathrm{\Lambda }`$(T) is the total emissivity of the plasma (the cooling function), and k is Boltzmann’s constant. For isochoric cooling, 5/2 is replaced by 3/2.

Using this expression, the distribution of cooling times can be derived from the cluster density profile. The radius at which the cluster cooling time is equal to the cluster age (generally assumed to be a large fraction of the Hubble time) is defined as the cooling radius. Using $`H_0=`$50, $`q_0=`$0.5, the assumption of isobaric cooling, our $`\beta `$-model fit parameters, and the fit results of the cooling flow model, we determined the cooling radius and central cooling time of PKS 0745-191. For a cluster age of 1$`\times 10^{10}`$ yrs, and using the cooling function appropriate to a 0.5 solar abundance plasma, we get a cooling radius of 104 kpc and a central cooling time of 8.67$`\times 10^8`$ years in the cluster core.

Allen et al. (1996) calculate a cooling radius of $`180_9^{+11}`$ kpc from a ROSAT HRI observation, and $`212_{23}^{+52}`$ kpc from ROSAT PSPC data. Using a deprojection analysis, they derive somewhat longer cooling times of 1.95$`\times 10^9`$ and 1.11$`\times 10^9`$ years, respectively. However, their analysis assumed an ambient cluster temperature of 10 keV, and the size of the central bins from which they extract cooling times are relatively large: $`15\mathrm{}`$ for the PSPC, and $`8\mathrm{}`$ for the HRI. Given that our results are roughly consistent at a radius of 200 kpc, the detailed differences probably arise from a combination of the $``$2 keV temperature difference and the difference in the bin size.

### 6.2 Mass Comparisons

Optical HST images indicate the presence of a gravitational lensing arc at a radius of 45.9 kpc from the center of PKS 0745-191. This arc, likely due to lensing of an early-type spiral galaxy at a redshift of 0.433, has a length of $``$$`15.5\mathrm{}`$ and width of $``$3.5 arcsec. From a detailed lensing analysis Allen et al. (1996) derived a spherically projected mass of 3.0$`\times 10^{13}M_{}`$, and an elliptical mass estimate of 2.1-2.5$`\times 10^{13}M_{}`$ within the tangential critical radius.

Using our $`\beta `$-model fit parameters, the spectral fitting results of Table-4, equation 2, and the equation of hydrostatic equilibrium (1) we have computed various mass estimates for PKS 0745-191. Table-4 gives the gas mass within 0.5 Mpc of the core, the total mass within 0.5 Mpc, and the lensing mass. Lensing mass estimates were calculated for a cylindrical region with radius 45.9 kpc and an assumed cluster extent of 1 Mpc. Extending the cluster further does not significantly affect the results.

The X-ray mass estimate based on a multiphase analysis is consistent with spherical optical mass estimates, while the two temperature model provides a mass comparable to elliptical lensing estimates. In contrast, the single temperature model clearly underestimates the mass. Our cooling flow derived lensing mass estimate is consistent with that reported by Allen (1998).

### 6.3 Mass Estimates

Although it provides an excellent description of the X-ray surface-brightness profile (see Fig 6), the hydrostatic, isothermal, spherically symmetric $`\beta `$-model is an obvious oversimplification, given the observed temperature gradient and elliptical morphology. Nevertheless, the mass estimates are relatively insensitive to these details.

Evrard (1990) investigated the accuracy of mass estimates based on the $`\beta `$-model using a large number of cosmological gas-dynamic simulations of cluster formation and evolution. He concluded that $`\beta `$-model mass estimates are reasonably accurate when computed for regions with mean density ($`\overline{\rho }`$) between 500 and 2500 times the critical density ($`\rho _c=3H_{0}^{}{}_{}{}^{2}/8\pi G`$). Using our mass estimates (see Table 5), the region inside a 0.5 Mpc radius has a mean density of $`\overline{\rho }1300h^2\rho _c`$, placing it within the hydrostatic region commonly seen in cluster evolution simulations.

Using his simulations, Evrard (1990) also found that the presence of a temperature gradient has a relatively small effect on the mass determination. After including the known 3D temperature gradient from the simulated clusters, the corresponding mass estimates for regions with $`\overline{\rho }500`$ changed by less than 1 standard deviation. This is consistent with the conclusion obtained by comparing the sizes of the temperature and density gradients in equation (1). Both the single-temperature fits and the hotter component of the two-temperature fits give a temperature gradient of about $`\mathrm{d}\mathrm{ln}T/\mathrm{d}\mathrm{ln}r0.3`$ at a radius of 200 kpc. For comparison, the $`\beta `$-model indicates a gas-density gradient of $`\mathrm{d}\mathrm{ln}\rho _g/\mathrm{d}\mathrm{ln}r1.3`$ at the same radius. Therefore, in estimating the total mass within this radius, the temperature gradient is at most a 25% effect.

A somewhat larger source of uncertainty arises from the cluster’s elliptical shape. Although the morphology may be more complex, we can estimate the uncertainty due to projection effects by computing the gas mass for oblate and prolate mass distributions suitably oriented and normalized so that the surface brightness and axis-ratio matches the observations. For an axis-ratio of 0.6, the estimated gas mass could vary by as much as $``$50% depending on the geometry, although the extremes of this range require coincidental alignment, making them less likely.

## 7 SUMMARY AND DISCUSSION

We have presented our analysis of Chandra observations of the galaxy cluster PKS 0745-191. These data provide a much clearer picture of the X-ray structure of the central 300 kpc. The spectra are not well fit by a single temperature model, because of excess soft emission from the core. The cluster-integrated spectrum is best fit by a two-temperature model with temperatures of $`8.7_{0.5}^{+0.5}`$ keV and $`1.2_{0.1}^{+0.1}`$ keV, with an abundance of $`0.52_{0.05}^{+0.05}`$ solar. Consistent with results from other Chandra observations of cooling flows, we see no evidence for X-ray emission from cooling gas with temperatures below $`23`$ keV (Peterson et al., 2001; Wise et al., 2002).

Chandra’s excellent angular resolution has allowed us to study the distribution of both metallicity and temperature on very small scales ($``$20 kpc) in the inner 360 kpc of PKS 0745-191. Using single temperature spectral models we find an ostensibly constant abundance with a value of $``$0.5 solar, and a steep temperature gradient within the innermost 215 kpc.

Imaging analysis of the cluster core reveals enhanced X-ray emission from an elongated region in the core of about 100 kpc $`\times `$ 50 kpc. The hardness ratio map shows a somewhat larger region (R $`>`$ 50 kpc) of excess soft emission (0.29-2.0 keV) in the core. Comparison of the X-ray data to optical (HST) and radio (VLA) observations of PKS 0745-191 places the X-ray emission peak within $`0.5\mathrm{}`$ of both the optical and radio central cD positions.

The surface brightness profile is best fit by a double $`\beta `$-model with an outer core radius of 51.42 kpc and $`\beta `$ value of 0.49. The central density is $`\mathrm{n}_0=0.069_{0.001}^{+0.001}`$. The central cooling time based on a multi-phase cooling flow model is 8.67$`\times 10^8`$ yr, with a corresponding cooling radius of 104 kpc.

We found best agreement between the X-ray and spherical gravitational lensing masses using a multiphase spectral model for which we obtained a mass of 2.9$`\times 10^{13}\mathrm{M}_{}`$. Single temperature models imply masses consistently smaller than lensing mass estimates. Mass results stemming from two temperature models, though smaller than spherical lensing estimates, are consistent with elliptically derived values. In any case, our X-ray spectra require no more than two temperature components and, in particular, do not require a multiphase treatment of the sort emphasized by Allen et al. (1996). Although the physics of cooling gas strongly suggests that a multiphase medium should be present, our data do not require it.

We thank Greg Taylor for providing access to his radio observations of PKS 0745-191.


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# 1ES 1927+654: Persistent and rapid X-ray variability in an AGN with low intrinsic neutral X-ray absorption and narrow optical emission lines

## 1 Introduction

1ES 1927+654 was first detected as a X-ray source during the Einstein Slew Survey observations with a cumulative 38 s exposure and a count rate of 0.93 $`\mathrm{counts}`$ s-1 (Elvis et al. 1992). Perlman et al. (1996) have measured a redshift of 0.017 for 1ES 1927+654. They have also demonstrated that the object was not a BL-Lac as previously classified, but a narrow-line radio galaxy. Bauer et al. (2000) have confirmed this and further classified 1ES 1927+654 as a Seyfert 2. The 6-cm radio flux density of 1ES 1927+654 is 16.03 mJy (Perlman et al. 1996) and the optical B magnitude is 15.37. Although the radio to optical flux density ratio is R = 3.3 (c.f. Kellermann et al. 1989), the low radio power of $`10^{22}`$ W Hz-1 at 5 GHz confirms its radio-quiet nature. The probability of a relativistic jet causing the extreme X-ray flux variations is very unlikely.

In this paper we report on the X-ray spectra of 1ES 1927+654 obtained with ROSAT and recently with Chandra, as well as on the results of an optical follow-up observation in October 2001. 1ES 1927+654 was detected as a X-ray bright source with extremely rapid and strong X-ray variability in the ROSAT All-Sky Survey (Voges et al. 1999) by a systematic analysis of the X-ray timing properties of All-Sky Survey sources. Additionally, a PSPC pointed observation, during the final days of the ROSAT satellite in December 1998, revealed a strong X-ray flare.

The detection of giant X-ray flares on short time scale of less than about one day is of great importance for the study of the innermost regions of active galactic nuclei. Models for explaining the presence of giant X-ray flares include Doppler boosting effects of X-ray hot spots on the accretion disk (Sunyaev 1973, Guilbert et al. 1983), X-ray flares above the accretion disk (e.g Reynolds et al. 1999) or partial obscuration of Compton thick matter close to the central black hole (Brandt et al. 1999, Boller et al. 1997, Boller et al. 2002). Giant X-ray flares are therefore thought to give independent evidence for the presence of relativistic motions close to the central black hole, similar to the conclusions drawn from the asymmetric Fe $`\mathrm{K}\alpha `$ line (Tanaka et al. 1995).

Persistent, strong and rapid variability seems to be a rare phenomenon among radio-quiet AGN and has previously been detected only in the narrow-line Seyfert 1 galaxy IRAS 13224–3809 (Boller et al. 1997). The object shows amplitude X-ray variability of a factor greater than 10, on time scales less than about 1 day. The physical origin of giant and rapid X-ray flares is most probably different from the X-ray variability occuring on much longer time scales of years, or longer, in active and non-active galaxies.

A value of the Hubble constant of $`H_0=70\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$ and a cosmological deceleration parameter of $`q_0=\frac{1}{2}`$ have been adopted throughout.

## 2 The X-ray properties of 1ES 1927+654

The X-ray properties of 1ES 1927+654 discussed below were obtained with the ROSAT and Chandra satellites. The ROSAT data cover the survey observations carried out between July 1990 and July 1991 as well as a ROSAT pointed observation obtained in December 1998.

For the ROSAT All-Sky Survey observations the source counts were obtained using a circular source cell with a radius of 11.1 arcmin. The number of source plus background counts within this cell was 4255 $`\pm `$ 65. The background was determined from a source-free cell with a radius of 11.5 arcmin, located in the scan direction through the centroid position of the source and centered at R.A.(2000) = $`19^\mathrm{h}22^\mathrm{m}26.1^\mathrm{s}`$, Dec.(2000) = $`65^{}44^{}17^{\prime \prime }`$. The number of background counts normalized to the source cell size was 338 $`\pm `$ 18. The net counts are therefore 3917 $`\pm `$ 62, resulting in a mean count rate of 1.22 $`\pm 0.02\mathrm{counts}\mathrm{s}^1`$. For each path of the source through the ROSAT PSPC detector the corresponding background was subtracted.

1ES 1927+654 was again observed during the final observation period of the ROSAT satellite in 1998 December 8 between 18:17:21 UT and 18:41:01 UT with the PSPC detector. The total exposure time was 1338 seconds. This observation was affected by some anomalies (cf. Sect. 2.1 of Boller et al. 2000) and we have performed a careful data quality check to ensure that our results were not affected.

In addition, 1ES 1927+654 was observed with Chandra during the guaranteed time programme. The Chandra observation was performed using the low energy transmission grating spectrograph (LETGS, see Brinkman et al. 2000), which comprises the low energy transmission grating (LETG) and the high resolution camera microchannel plate detector for spectroscopy (HRC-S). 1ES1927+654 was observed from March 20, 2001 at 13:20 UT until March 21, 2001 at 06:58 UT. The total exposure obtained from all good time intervals, corrected for deadtime is 63110 sec. During the whole observation no times with high background were detected. The raw data was reprocessed and the spectrum extracted using CIAO version 2.2.1 and CALDB release 2.15 following the corresponding science threads available at the Chandra X-ray Center111http://cxc.harvard.edu.

The overlapping higher spectral orders were taken into account by using the LETGS grating response matrices (version July, 2002) which include 1st to 6th order. Separate files are provided for the negative and positive orders222see http://cxc.harvard.edu/cal/Links/Letg/User/Hrc\_QE/
ea\_index.html. The fits with the same parameters were performed simultaneously with the extracted negative and positive orders.

The Chandra X-ray centroid position of 1ES 1927+654 is $`\mathrm{R}.\mathrm{A}.(2000)=19^\mathrm{h}27^\mathrm{m}19.61^\mathrm{s},\mathrm{Dec}.(2000)=65^{}33^{}54.86^{\prime \prime }`$, which is in excellent agreement with the optical position (c.f. Fig. 9). The positional accuracy is about one arcsec. The unprecedented positional accuracy of Chandra confirms the identification of the strongly variable X-ray source with the distant galaxy. All optically bright objects in Fig. 9 (labeled as 2-6) have been spectroscopically identified as late G or early K stars. This rules out any significant contribution of them to the X-ray flux of 1ES 1927+654. The positional accuracy of ROSAT is less sensitive than Chandra, however, the centroid position of 1ES 1927+654 in the ROSAT All-Sky Survey of R.A.(2000) = $`19^\mathrm{h}27^\mathrm{m}19.2^\mathrm{s}\pm 1.3^\mathrm{s}`$, Dec.(2000) = $`65^{}33^{}58^{\prime \prime }\pm 20^{\prime \prime }`$ is consistent with the Chandra position.

### 2.1 The strong, persistent and rapid X-ray variability of 1ES 1927+654

In the following we constrain the timing properties obtained from the ROSAT All-Sky Survey, ROSAT pointed and Chandra observations. The plotted error bars in the light curves correspond to 1 $`\sigma `$ in the Poisson regime (c.f. Gehrels 1986). As a conservative approach we have calculated the total errors of the counts using the relation: $`1.0+\sqrt{(\mathrm{counts}+0.75)}`$.

1ES 1927+654 was observed during the ROSAT ‘mini-survey’ for about 5 days between 1990 July 11 and 16 with a total exposure time of 254 seconds. During the normal survey scan operations, 1ES 1927+654 was observed for about 11 days between 1990 December 11 and 21. Fig. 1 shows the ROSAT PSPC survey light curve of 1ES 1927+654. The left panel refers to the ‘mini-survey’ observations in July 1990 and the right panel gives the count rate variations during the survey scan observations in December 1990. During the mini-survey the paths of 1ES 1927+654 through the PSPC detector lasted only between 5.6 and 7.8 seconds and the source passed the PSPC detector 49 times. During the December observations the source passed the PSPC detector 143 times and the exposure times of the individual scans range between 5.6 and 26.1 seconds.

Summing up all paths of 1ES 1927+654 through the PSPC detector during all survey observations, results in a total exposure time of 3200 seconds. Most interestingly are the unusually large amplitude and persistent variability, making this object the second radio-quiet AGN showing this type of behavior, the first being IRAS 13224–3809 (Boller et al. 1997). As the exposure time per path during the ‘mini-survey’ is only about 1/3 of the December 1990 observations, we have rebinned the light curve shown in the left panel of Fig. 1 by summing up three paths of the source through the PSPC detector, resulting in comparable exposure times per data point between the two surveys. The mean separation between the data points is 4.8 hours in the left panel and 1.6 hours in the right panel. Averaging the four data points with count rates below 0.3 $`\mathrm{counts}\mathrm{s}^1`$, gives a mean number of counts of 3.76 $`\pm `$ 3.12, collected within 22.93 s. The four data points above 2.4 $`\mathrm{counts}\mathrm{s}^1`$ result in a mean number of counts of 60.18 $`\pm `$ 8.80, obtained within a 23.74 s exposure interval. The resulting count rates are 0.164 $`\pm `$ 0.136 and 2.534 $`\pm `$ 0.370 $`\mathrm{counts}\mathrm{s}^1`$, for the low and high states, respectively. The maximum amplitude variability is of a factor of 15, at a significance level greater than 6 $`\sigma `$.

In the following we constrain the spectral variability of 1ES 1927+654 based on the examination of appropriate hardness ratios. In Fig. 2 we show the light curve of 1ES 1927+654 during the 1990–1991 All-Sky Survey observations in the soft (channels 11–41; 0.1–0.4 keV) and hard (channels 51–201; 0.5–2.0 keV) ROSAT energy bands, as well as the resulting hardness ratio light curve. A constant model fit to the data points in the top panel ($`\chi ^2`$ = 55.2 for 10 d.o.f) and the middle panel of Fig. 2 ($`\chi ^2`$ = 180 for 70 d.o.f) can be rejected with $`>`$ 99.9 per cent confidence. Significant spectral variability is detected during the ROSAT All-Sky Survey observations of 1ES 1927+654. The variations in the soft and hard ROSAT energy bands are not correlated with the variations of the hardness ratio, making it difficult to draw further conclusions of the underlying physical emission mechanism causing the strong X-ray variability. This is confirmed by performing simple power law fits to different count rate intervals (e.g. from 0–1.5 and 1.5–3 $`\mathrm{counts}\mathrm{s}^1`$) and finding no significant differences in the photon index. Simple relations as found in other variable AGN, e.g. the source becomes steeper when the flux increases, do not seem to occur in 1ES 1927+654.

In Fig. 3 we present the ROSAT PSPC light curve on 1ES 1927+654. Using a bin size of 10 seconds, a strong X-ray flare becomes apparent between 1110 and 1280 seconds after the beginning of the observations. The count rate fluctuations significantly exceed that of the variations caused by the ROSAT wobble. We have searched for associated spectral variability during the flaring event. In Fig. 4 we demonstrate that the strong flux variability is not correlated with significant spectral changes, however, the hardness ratio light curve is still significantly variable (a constant model fit can be rejected with $`>`$ 99.9 per cent confidence).

The Chandra light curve (Fig. 5) indicates rapid count rate variations with doubling time scales down to about 400 seconds. The Chandra timing properties further support the interpretation that the variable X-ray emission arises within a few Schwarzschild radii from the central black hole.

### 2.2 Spectral properties

As described in the previous Section, significant spectral variations are present, however, the count rate changes do not seem to be correlated with the variations in the hardness ratio. The spectral fitting results given below, represent the time-averaged spectra from each dataset in the 0.1–2.4 keV energy band for the ROSAT observations and in the 0.3–7.0 keV band for the Chandra LETG observations, respectively.

A simple power-law fit, where the absorption column density and the photon index are allowed to be free parameters, provides an acceptable fit to the ROSAT All-Sky Survey PSPC data ($`\chi ^2`$ = 66 for 82 d.o.f; cf. Fig. 6). The soft X-ray absorption of $`N_{\mathrm{H},\mathrm{fit}}=(9.1\pm 1.4)10^{20}\mathrm{cm}^2`$ is larger than the Galatic column towards 1ES 1927+654 of $`N_{\mathrm{H},\mathrm{gal}}=(7.2\pm 0.4)10^{20}\mathrm{cm}^2`$ (Dickey & Lockman 1990; Elvis et al. 1994) at the 3 $`\sigma `$ level. The photon index is 2.6 $`\pm `$ 0.3. These results are robust to changes in the number of data points included in the fit. Using the spectral parameters for 1ES 1927+654, as displayed in Fig. 6, results in a mean 0.1–2.4 keV flux of $`f=6.610^{11}`$ erg cm-2 s-1, corresponding to an isotropic luminosity of $`L=4.610^{43}`$ erg s-1.

A simple power-law fit to the PSPC pointed observation is shown in Fig. 6 (lower panel). The absorbing column during the pointed observation is in excess of the Galactic column above the 5 $`\sigma `$ limit (Fig. 7). No significant changes in the photon index are detected, however, the mean count rate during the pointed observation is 2.03 $`\mathrm{counts}\mathrm{s}^1`$, a factor of 2 larger than the ROSAT All-Sky Survey observations in 1990. The isotropic 0.1–2.4 keV energy emitted in the strong X-ray flaring events (c.f. Fig. 3) is $`E=1.710^{46}\mathrm{erg}`$.

The spectral energy distribution of 1ES 1927+654 as obtained with Chandra can be fitted with a weak black body (accounting for the soft X-ray excess emission) with kT = 0.01 keV and a power law with a photon index of $`(2.5\pm 0.2)`$. However, the black body temperature remains unconstrained. A simple power-law model also provides an acceptable fit. If we fix the Galactic absorption to $`7.210^{20}`$ cm-2, we find an intrinsic absorbing column density of $`(7.3\pm 3.0)10^{20}`$ cm-2, which is about a factor of 2 greater than that found during the ROSAT observation (however, the difference is less than 2 $`\sigma `$). As the Chandra LETG observation gives the highest intrinsic soft X-ray absorption, we use that value for comparison with the extinction values derived from the optical observations. The photon index in the 0.3–7.0 keV band is $`2.7\pm 0.2`$. The isotropic luminosity in the 0.3 to 7.0 keV band is $`2.110^{43}\mathrm{erg}\mathrm{s}^1`$.

The strongest absorption edge from neutral oxygen at 0.537 keV is clearly visible in the LETG spectrum. To constrain the oxygen abundance relative to hydrogen, we have fitted the spectrum by leaving the oxygen abundance free. The spectral fit is still acceptable but does not significantly improve the spectral fitting results. The oxygen abundance is found to be consistent with solar values. Other element abundances can not be constrained with the present statistics of the Chandra LETG observation.

If we assume that (i) the empirical relation between interstellar X-ray absorption and optical extinction of $`A_V=4.510^{22}N_H`$ (Gorenstein 1975) applies to 1ES 1927+654; (ii) that the dust grains are optically thin to X-rays, i.e. that the amount of X-ray absorption by the dust grains is not much different from that by an equivalent mass of material in gaseous form; (iii) that the X-ray and optical radiation travel through the same matter; (iv) that the obscuration is not a strong function of time and (v) a Galactic gas to dust ratio, then the neutral hydrogen column densities derived from the X-ray spectra can be converted into X-ray $`\mathrm{A}_\mathrm{V}`$ values. The maximum intrinsic X-ray $`A_V`$ derived from the ROSAT and Chandra observations is 0.33 (following Gorenstein 1975) or 0.58 (following Predehl and Schmitt 1995).

## 3 Optical spectral properties of 1ES 1927+654

The optical spectrum of 1ES 1927+654 was taken in June 2001 using the Carelec spectrograph with the 1.93m telescope at the Haute-Provence observatory. The spectral resolution is 6 Å (3 pixels) and the signal-to-noise ratio is about 30.

The optical spectrum in Fig. 10 shows narrow emission lines and several galaxy absorption line features of Ca H$`+`$K $`\lambda \lambda 3933/3968`$, CH G $`\lambda 4304`$, Mg I $`\lambda 5173`$ , and Na I $`\lambda 5893`$ indicating the presence of a host galaxy continuum. The observed FWHM of most emission lines is about 330 km s-1, which corresponds to the instrumental resolution.

The lower FHWM value of $`270\pm 20`$ km s-1 for the H$`\beta `$ line is probably due to the presence of an underlying absorption component, which can barely be seen when the spectrum is displayed at full resolution. The flux ratios of \[O III\]5007/H$`\beta =14.6`$, \[O I\]6300/H$`\alpha =0.2`$, \[N II\]6584/H$`\alpha =0.6`$, and \[S II\]/H$`\alpha =0.6`$ point to a Seyfert 2 classification using the standard diagnostics of Veilleux & Osterbrock (1987).

The rest frame equivalent widths of the absorption lines CH G $`\lambda 4304`$ and Mg I $`\lambda 5173`$ of $`0.18\pm 0.03`$ Å and $`0.14\pm 0.03`$ Å, respectively, have been used to decompose the spectrum into the power-law featureless continuum and the host galaxy contribution. Assuming an optical spectral index of $`1.5\alpha _{opt}2.0`$ for AGN and typical rest frame equivalent widths of 3.3 to 5.8 Å for CH G $`\lambda 4304`$ and of 2.4 to 4.8 Å for Mg I $`\lambda 5173`$ (see Goodrich & Osterbrock 1983) we have determined the fraction of the power-law featureless continuum to be between 92 and 97 % at 4800 Å. The optical continuum emission of 1 ES 1927+654 seems therefore to be dominated by the AGN.

From the H$`\alpha `$ to H$`\beta `$ flux ratio we have determined the optical extinction AV=2.0 in the narrow line region, assuming Case B recombination (see Veilleux et al. 1997). The actual visible extinction may in fact be even lower by a few percent, baring in mind that the H$`\beta `$ emission line is affected by an underlying absorption, which can not be precisely measured here. While the the optical spectrum does not clearly indicate the presence of a significant broad H$`\alpha `$ component, we have nevertheless tried to fit the H$`\alpha `$ region with an additional component (see Fig. 10, lower panel), to estimate its possible strength. The addition of the broad component does not significantly improve the fit, indicating that the presence of a broad $`\mathrm{H}\alpha `$ component is not required by the data. The line flux of any possible broad component, has to be lower than 5 per cent of the narrow H$`\alpha `$ component. The equivalent width ofthe narrow H$`\alpha `$ line is 2.4 Å. The central wavelength of this possible broad H$`\alpha `$ emission component is also slightly shifted to the red. We note that the lower signal-to-noise spectrum of Perlman et al. (1996) also did not show a broad $`\mathrm{H}_\alpha `$ component.

Following Goodrich et al. (1994), the non-detection of a significant broad H$`\alpha `$ emission line suggests an extinction value of the Broad Line Region (BLR) of at least $`\mathrm{A}_\mathrm{V}`$ = 3.7. Near-infrared spectra of 1ES 1927+654 are required to estimate the upper limit of the extinction of the BLR by the detection of broad emission line components at longer wavelength, e.g. at Br $`\gamma `$ or Br$`\alpha `$.

The $`\mathrm{A}_\mathrm{V}`$ values discussed above refer to the sum of the Galactic and intrinsic extinction. The Galactic $`\mathrm{A}_\mathrm{V}`$ value in the direction of 1ES 1927+654 is 0.291 as found in NED. Therefore, the corrected $`\mathrm{A}_\mathrm{V}`$ for the Narrow Line Region in the distant AGN is at most 1.71 (or slightly lower if we could correct for the underlying absorption line at H$`\beta `$).

## 4 Discussion

The rapid, giant and persistent X-ray variability of 1ES 1927+654 detected with ROSAT and confirmed by Chandra point to a type 1 AGN classification, i.e. we have a direct view to the central region. The optical spectra, however, give a Seyfert 2 classification with some contribution from the host galaxy. There seems to be a significant discrepancy (factor $``$ 6) between the lower limit of the $`\mathrm{A}_\mathrm{V}`$ value of 3.7 for the BLR, estimated from the optical spectrum, and the maximum $`\mathrm{A}_\mathrm{V}`$ of 0.58 determined from the X-ray spectrum. We note that if the dust is optically thin for X-rays the intrinsic X-ray $`\mathrm{A}_\mathrm{V}`$ can not greatly exceed the observed value of 0.58, otherwise we would observe much stronger absorption edges as well as a higher energy soft X-ray cutoff. In this section we will discuss the possible scenarios resulting in this unique combination of X-ray and optical properties.

### 4.1 An underluminous BLR

One possible explanation for the apparent disagreement in X-ray and optical properties is an extremely underluminous, or even absent, BLR. The luminosity derived for the putative broad H$`\alpha `$ component (see Fig. 10) is about $`10^{38}\mathrm{ergs}^1`$, whereas the total luminosity in the optical $`B`$-band is about $`10^{43}\mathrm{erg}\mathrm{s}^1`$. The typical ratio of emission line to total B-band luminosity in Seyfert galaxies is approximately 1 to 5 per cent (Netzer, private communication), thus we would expect a line luminosity of about $`10^{41}\mathrm{erg}\mathrm{s}^1`$ in 1ES 1927+654. This may be suggestive of an underluminous BLR.

### 4.2 An optically thick X-ray absorber and/or higher dust to gas ratios

The true optical extinction might be larger than that derived from the optical spectrum. It is possible that, for example, the dust grains in the absorbing matter could be individually thick to X-rays (cf. Fireman 1974). In this case, the soft X-ray spectrum cutoff does not change with increasing $`\mathrm{A}_\mathrm{V}`$ values, i.e. it remains constant in the X-ray observations. In addition, we could have a large self-blanketing factor, in which case the absorbed luminosity from the BLR might be even larger than the value derived in the case where the dust is optically thin to X-rays. We also can not exclude that 1ES 1927+654 exhibits a higher dust to gas ratio than that of about 0.01 derived from interstellar dust to gas ratios (Gorenstein 1975).

### 4.3 Partial covering phenomena

Partial covering phenomena have recently been detected with XMM-Newton in broad- and narrow-line AGN (1H 0707-495, Boller et al. 2002; IRAS 13224-3809, Boller et al. in preparation; PG 1211+654, Reeves, in preparation, and PDS 654, O’Brien, in preparation). Compton thick material partially covers the central source, resulting in strong neutral or partially ionised Fe K absorption edges, Fe K re-emission features with fluorescent yields below 0.33, and strong soft X-ray emission. However, the limited spectral coverage of the Chandra LETG spectrum does not allow us to constrain partial coverer spectral components. XMM-Newton is required to test this hypothesis. Most probably, the absorbing material has to be Compton thick for X-ray and optical light (cf. Boller et al. 2002), which would not be in disagreement with the optical extinction derived for 1ES 1927+654.

### 4.4 Non-simultaneous X-ray and optical observations

We note that the X-ray observations were not taken simultaneously with the optical observations and it is possible that the obscuration is a strong function of time. However, this possibility is not very likely as the X-ray observations are spread over a time scale of 12 years which also holds for the optical spectroscopic data (see e.g., Perlman et al. 1996). Whenever we observe 1ES 1927+654 at X-rays, it displays strong and rapid variability. The optical spectrum also shows consistency over time.

### 4.5 Future observations

Near-infrared spectroscopy is required to further constrain the optical extinction for the BLR in 1ES 1927+654, e.g. observations of Pa$`\beta `$, Pa$`\alpha `$, Br$`\gamma `$ and Br$`\alpha `$. Assuming that we will detect broad components in these lines, this will allow us to determine upper limits for the $`\mathrm{A}_\mathrm{V}`$ value up to about 68 (cf. Goodrich et al. 1994).

We have presented an extreme and unique combination of optical and X-ray properties in 1ES 1927$`+`$654. Clearly it is crucial to search for similar features in other galaxies. If such features are common in other objects, this will further constrain the range of suitable models.

###### Acknowledgements.

We would like to thank the anonymous referee for many helpful and constructive comments. This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration.


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# Estimating the Structural Distribution Function of Cell Probabilities

## 1 The structural distribution function

Let the vector $`X=(X_1,\mathrm{},X_M)`$ denote a mult$`(n,p_M)`$ distributed random vector, where $`p_M=(p_{M1},p_{M2},\mathrm{},p_{MM})`$ is the vector of cell probabilities. Hence, the nonnegative components of $`p_M`$ satisfy $`p_{M1}+\mathrm{}+p_{MM}=1`$.

We will consider situations where $`M=M_n`$ is large with respect to $`n`$, i.e.

$$M/n\to ̸0,\text{as}n\mathrm{}.$$
(1.1)
In these cases $`X/n`$ does not estimate $`p_M`$ accurately. For instance, for the average mean squared error in estimating $`Mp_{Mi},i=1,\mathrm{},M`$, we have

$$\frac{1}{M}\underset{i=1}{\overset{M}{}}\text{}\left(M\frac{X_i}{n}Mp_{Mi}\right)^2=\frac{M}{n}\underset{i=1}{\overset{M}{}}p_{Mi}(1p_{Mi})=\frac{M}{n}\left(1\underset{i=1}{\overset{n}{}}p_{Mi}^2\right)\to ̸0,$$

unless $`_{i=1}^Mp_{Mi}^21`$ holds, i.e. unless $`p_M`$ comes close to a unit vector $`(0,\mathrm{},0,1,0,\mathrm{},0)`$.

However, there are characteristics of $`p_M`$ that can be estimated consistently. Here we will study the structural distribution function of $`p_M`$. It is defined as the empirical distribution function of the $`Mp_{Mi},i=1,\mathrm{}M`$, and it is given by

$$F_M(x)=\frac{1}{M}\underset{i=1}{\overset{M}{}}\text{1}_{[Mp_{Mi}x]},x0.$$
(1.2)
Our basic assumption will be that $`F_M`$ converges weakly to a limit distribution function $`F`$, i.e.

$$F_M\stackrel{w}{}F,\text{as}n\mathrm{}.$$
(1.3)
The basic estimation problem is how to estimate $`F_M`$ (or $`F`$) from an observation of $`X`$.

A rule of thumb in statistics is to replace unknown probabilities by sample fractions. This yields the so called natural estimator. This estimator, denoted by $`\widehat{F}_M`$, is equal to the empirical distribution function based on $`M`$ times the cell fractions $`X_i/n`$, so

$$\widehat{F}_M(x)=\frac{1}{M}\underset{i=1}{\overset{M}{}}\text{1}_{[\frac{M}{n}X_ix]}.$$
(1.4)
This estimator has often been used in linguistics, but turns out to be inconsistent for estimating $`F`$; see Section 5.1, Khmaladze (1988), and Klaassen and Mnatsakanov (2000).

Our estimation problem is related to estimation in sparse multinomial tables. For recent results on the estimation of cell probabilities in this context see Aerts, Augustyns and Janssen (2000).

In Section 2 we present a small simulation study of a typical multinomial sample and the behavior of the natural estimator. It turns out that smoothing is required to obtain weakly consistent estimators. An estimator based on grouping and an estimator based on kernel smoothing are presented in Section 3. Section 4 deals with the technique of Poissonization and with the relation between weak and $`L_1`$ consistency. These basic results are used in the weak consistency proofs in Section 5. Section 6 contains a discussion.

## 2 A simulation

We have simulated a sample with $`M=1000`$ and $`n=2000`$. The cell probabilities are generated via

$$p_{Mi}=G(i/M)G((i1)/M),i=1,\mathrm{},M.$$
(2.5)
The distribution function $`G`$ and its density $`g`$ have been chosen equal to the functions

$$g(x)=30x^2(1x)^2\text{and}G(x)=10x^315x^4+6x^5,0x1.$$
(2.6)
In Section 3 we show that for these cell probabilities, the limit structural distribution function $`F`$ from (1.3) is equal to the distribution function of $`g(U)`$. Here it is given by

$$F(x)=1\sqrt{1\sqrt{\frac{8}{15}x}},0x\frac{15}{8}.$$
(2.7)
These functions are drawn in Figure 1.

For this simulated sample we have plotted the cell counts, multiplied by $`M/n`$, and the natural estimate in Figure 2. Comparison with the real $`F`$ in Figure 1 clearly illustrates the inconsistency of the natural estimator.

## 3 Estimators based on smoothing techniques

Up to now we have only assumed that the structural distribution function $`F_M`$ converges weakly to a limit distribution function $`F`$. ¿From now on we will assume more structure.

Consider the function

$$g_M(u)=\underset{i=1}{\overset{M}{}}Mp_{Mi}\text{1}_{(\frac{i1}{M},\frac{i}{M}]}(u),u.$$
(3.8)
This step function is a density representing the cell probabilities and we shall call it the parent density. The relation between this parent density $`g_M`$ and the structural distribution function $`F_M`$ is given by the fact that if $`U`$ is a uniform(0,1) random variable then $`F_M`$ is the distribution function of $`g_M(U)`$. Note that

$$\text{}g_M(U)=_{\mathrm{}}^{\mathrm{}}g_M(u)𝑑u=\underset{i=1}{\overset{M}{}}p_{Mi}=1,$$
(3.9)
so $`g_M`$ is a probability density indeed.

We will assume that there exists a limiting parent density $`g`$ on  such that, as $`n\mathrm{}`$,

$$\underset{0<u1}{sup}|g_M(u)g(u)|0.$$
(3.10)
Consequently we have $`g_M(U)g(U)`$, almost surely, and hence $`F_M\stackrel{w}{}F`$.

The inconsistency of the natural estimator can be lifted by first smoothing the cell counts $`X_i`$. We consider two smoothing methods, grouping, which is actually some kind of histogram smoothing, and a method based on kernel smoothing of the counts.

### 3.1 Grouping

Let $`m,k_j,j=0,1,\mathrm{},m`$, be integers, all depending on $`n`$, such that $`0=k_0<k_1<\mathrm{}<k_m=M`$. Define the group frequencies $`\overline{X}_j`$ as

$$\overline{X}_j=\underset{i=k_{j1}+1}{\overset{k_j}{}}X_i,j=1,\mathrm{},m.$$
(3.11)
Then the vector of grouped counts $`\overline{X}`$ is again multinomially distributed,

$$\overline{X}=(\overline{X}_1,\mathrm{},\overline{X}_m)mult(n,q_m),$$
(3.12)
where $`q_m=(q_{m1},\mathrm{},q_{mm})`$ and

$$q_{mj}=\underset{i=k_{j1}+1}{\overset{k_j}{}}p_{Mi},j=1,\mathrm{},m.$$
(3.13)
The grouped cells estimator, introduced in Klaassen and Mnatsakanov (2000), is defined by

$$\widehat{F}_M(x)=\frac{1}{M}\underset{j=1}{\overset{m}{}}(k_jk_{j1})\text{1}_{[\frac{M}{n(k_jk_{j1})}\overline{X}_jx]},x0.$$
(3.14)
This estimator may be viewed as a structural distribution function with parent density

$$\widehat{g}_M(u)=\underset{i=1}{\overset{m}{}}\frac{M}{n(k_ik_{i1})}\overline{X}_i\text{1}_{[\frac{k_{i1}}{M}<u\frac{k_i}{M}]},u.$$
(3.15)
This histogram is an estimator of the limiting parent density $`g`$ in (3.10). We will prove weak consistency of the corresponding estimator $`\widehat{F}_M`$ in Section 5.2.

For our simulated example the estimates of $`g`$ and $`F`$ resulting from grouping with equal group size $`k=50`$ are given in Figure 3.

### 3.2 A kernel type estimator

Now that we have seen that the estimator based on the grouped cells counts is in fact based on a histogram estimate of the parent density $`g`$ we might also use kernel smoothing to estimate $`g`$ and proceed in a similar manner. If we choose a probability density $`w`$ as kernel function and a bandwidth $`k0`$, we get the following estimator for the parent density $`g`$

$$\widehat{g}_M(u)=\frac{M}{nk}\underset{i=1}{\overset{M}{}}w\left(\frac{Mui}{k}\right)X_i,u.$$
(3.16)
As an estimator for the structural distribution function of the function $`F`$ we take the empirical distribution function of $`\widehat{g}_M(U)`$ with $`U`$ uniform, namely

$$\widehat{F}_M(x)=\frac{1}{M}\underset{j=1}{\overset{M}{}}\text{1}_{[\frac{M}{nk}_{i=1}^Mw(\frac{ji}{k})X_ix]}.$$
(3.17)
Weak consistency of this estimator will be derived in Section 5.3.

For our simulated example kernel estimates $`\widehat{g}_M`$ and $`\widehat{F}_M`$ of $`g`$ and $`F`$, respectively, with $`k`$ equal to 50 are given in Figure 4.

## 4 Relevant techniques

In our proofs we shall use repeatedly the powerful method of Poissonization and a device involving $`L_1`$ convergence.

### 4.1 Poissonization

Consider the random vectors $`X`$ and $`Y`$, with

$$X=(X_1,\mathrm{},X_M)\text{mult}(n,p_M)\text{and}Y=(Y_1,\mathrm{},Y_M),Y_i\text{Poisson}(np_{Mi}),$$
(4.18)
where $`Y_1,\mathrm{},Y_M`$ are independent. Note

$$N=\underset{i=1}{\overset{M}{}}Y_i\text{Poisson}(n).$$
(4.19)
Given $`N=k`$ the random vector $`Y`$ has a mult$`(k,p_M)`$ distribution.

Based on an infinite sequence of $`mult(1,p_{M1},\mathrm{},p_{MM})`$ random vectors one can construct vectors $`X`$ and $`Y`$, the cell counts over $`n`$ and $`N`$ of these vectors repectively, with the distributions (4.18). Given $`N=k`$ they are coupled as follows

$`kn:`$ $`X=Y+\text{mult}(nk,p_M),`$
$`k>n:`$ $`Y=X+\text{mult}(kn,p_M).`$
(4.20)
Note that this shows that either $`X_iY_i`$ for all $`i`$ or $`X_iY_i`$ for all $`i`$.

### 4.2 Convergence in $`L_1`$ and weak convergence

An important step in the (in)consistency proofs is to show that “Poissonization is allowed”, i.e. that we can transfer the limit result for the estimator based on the Poissonized sample, the “Poissonized version”, to the original estimator. The following proposition is used repeatedly, also if no Poissonized version is involved.

###### Proposition 4.1

Let $`F`$ be a distribution function and let $`\widehat{F}_n`$ and $`\stackrel{~}{F}_n`$ be possibly random distribution functions. If

$$\stackrel{~}{F}_n\stackrel{w}{}F,\text{in probability},$$
(4.21)
and

$$|\widehat{F}_n\stackrel{~}{F}_n|\stackrel{P}{}0$$
(4.22)
hold, then

$$\widehat{F}_n\stackrel{w}{}F,\text{in probability},$$
(4.23)
is valid, i.e. for all $`ϵ>0`$ and all continuity points $`x_0`$ of $`F`$

$$P(|\widehat{F}_n(x_0)F(x_0)|>ϵ)0.$$
(4.24)
In the special case where $`\stackrel{~}{F}_n`$ equals $`F`$, the proposition states that $`L_1`$ convergence implies weak convergence.

Proof Note that for all $`x_0`$ and all $`\delta >0`$ we have

$$_{x_0\delta }^{x_0+\delta }|\widehat{F}_nF|_{\mathrm{}}^{\mathrm{}}|\widehat{F}_n\stackrel{~}{F}|+_{x_0\delta }^{x_0+\delta }|\stackrel{~}{F}_nF|.$$
(4.25)
Let $`x_0`$ denote an arbitrary continuity point of $`F`$ and $`ϵ`$ an arbitrary positive number. Choose $`\delta >0`$ such that $`F(x_0+\delta )F(x_0\delta )ϵ`$ and such that $`x_0\delta `$ and $`x_0+\delta `$ are continuity points of $`F`$. Then

$$|\stackrel{~}{F}_n(x_0\delta )F(x_0\delta )|<ϵ\text{and}|\stackrel{~}{F}_n(x_0+\delta )F(x_0+\delta )|<ϵ$$
(4.26)
imply

$$_{x_0\delta }^{x_0+\delta }|\stackrel{~}{F}_nF|<4\delta ϵ.$$
(4.27)
Hence, we have

$`P\left({\displaystyle _{x_0\delta }^{x_0+\delta }}|\stackrel{~}{F}_nF|4\delta ϵ\right)`$
$``$ $`P(|\stackrel{~}{F}_n(x_0\delta )F(x_0\delta )|ϵ)+P(|\stackrel{~}{F}_n(x_0+\delta )F(x_0+\delta )|ϵ)`$
(4.28)
and, by (4.21),

$$_{x_0\delta }^{x_0+\delta }|\stackrel{~}{F}_nF|\stackrel{P}{}0.$$
(4.29)
Consequently, by (4.22) and (4.25) we get

$$_{x_0\delta }^{x_0+\delta }|\widehat{F}_nF|\stackrel{P}{}0.$$
(4.30)
Choose $`0<\delta ^{}<\delta `$ such that $`F(x_0+\delta ^{})F(x_0)+\frac{1}{2}ϵ`$ and $`F(x_0\delta ^{})F(x_0)\frac{1}{2}ϵ`$. Then we see

$$|\widehat{F}_n(x_0)F(x_0)|ϵ_{x_0\delta ^{}}^{x_0+\delta ^{}}|\widehat{F}_nF|\frac{1}{2}\delta ^{}ϵ$$
(4.31)
and hence

$`P(|\widehat{F}_n(x_0)F(x_0)|ϵ)P\left({\displaystyle _{x_0\delta ^{}}^{x_0+\delta ^{}}}|\widehat{F}_nF|\frac{1}{2}\delta ^{}ϵ\right)`$
$``$ $`P\left({\displaystyle _{x_0\delta }^{x_0+\delta }}|\widehat{F}_nF|\frac{1}{2}\delta ^{}ϵ\right)0.`$
Since this holds for arbitrary continuity points $`x_0`$ and arbitrary $`ϵ>0`$ we have established $`\widehat{F}_n\stackrel{w}{}F`$, in probability. $`\mathrm{}`$

## 5 Consistency

### 5.1 The natural estimator

The basic trick in dealing with the difference of the natural estimator and its Poissonized version,

$$\stackrel{~}{F}_M(x)=\frac{1}{M}\underset{i=1}{\overset{M}{}}\text{1}_{[M\frac{Y_i}{n}x]},$$
(5.32)
uses the coupling as in (4.20) and is given by the following string of inequalities

$`|\widehat{F}_M(x)\stackrel{~}{F}_M(x)|{\displaystyle \frac{1}{M}}{\displaystyle \underset{i=1}{\overset{M}{}}}|\text{1}_{[M\frac{X_i}{n}x]}\text{1}_{[M\frac{Y_i}{n}x]}|`$
$`{\displaystyle \frac{1}{M}}{\displaystyle \underset{i=1}{\overset{M}{}}}\text{1}_{[X_iY_i]}{\displaystyle \frac{|Nn|}{M}}=O_P\left({\displaystyle \frac{\sqrt{n}}{M}}\right).`$
(5.33)
By (1.1) the right hand side converges to zero in probability and this shows that Poissonization is allowed.

Because of the independence of the Poisson counts $`Y_i`$ we can easily bound the variance of the Poissonized estimator. We get

$$\text{Var }\stackrel{~}{F}_M(x)=\text{Var }\frac{1}{M}\underset{i=1}{\overset{M}{}}\text{1}_{[M\frac{Y_i}{n}x]}\frac{1}{4M}0.$$
(5.34)
We also have

$$\text{}\stackrel{~}{F}_M(x)=\frac{1}{M}\underset{i=1}{\overset{M}{}}P(\frac{M}{n}Y_ix)\frac{1}{M}\underset{i=1}{\overset{M}{}}\text{1}_{[Mp_{Mi}x]}=F_M(x)$$
(5.35)
and

$`\text{}{\displaystyle x^2𝑑\stackrel{~}{F}_M(x)}=\text{}{\displaystyle \frac{1}{M}}{\displaystyle \underset{i=1}{\overset{M}{}}}\left({\displaystyle \frac{M}{n}}Y_i\right)^2`$
$`={\displaystyle \frac{1}{M}}{\displaystyle \underset{i=1}{\overset{M}{}}}\left({\displaystyle \frac{M}{n}}\right)^2\{np_{Mi}+(np_{Mi})^2\}={\displaystyle \frac{M}{n}}+{\displaystyle x^2𝑑F_M(x)}.`$
(5.36)
Together with (1.1) this gives two reasons why $`\stackrel{~}{F}_M(x)`$ is probably not a consistent estimator of $`F`$. Then, by (5.33) the natural estimator has to be inconsistent too.

The inconsistency of the structural distribution function has been established in Khmaladze (1988), Khmaladze and Chitashvili (1989), Klaassen and Mnatsakanov (2000) and Van Es and Kolios (2002). In these papers the situation is considered of a large number of rare events, i.e. $`n/M\lambda `$ for some constant $`\lambda `$. The explicit limit in probability of $`\widehat{F}_M(x)`$ turns out to be a Poisson mixture of $`F`$ then.

### 5.2 Grouping

Under the additional assumption $`n/M\lambda `$, for some constant $`\lambda `$, weak consistency of the estimator based on grouped cells has been proved, without using Poissonization, by Klaassen and Mnatsakanov (2000) and by the Poissonization method for the simpler case of equal group size, i.e. $`k_j=k`$, by Van Es and Kolios (2002). We shall prove the following generalization without using Poissonization.

###### Theorem 5.1

If $`m/n0`$,

$$\underset{1jm}{sup}\frac{k_jk_{j1}}{M}0,$$
(5.37)
and

$$\underset{0<u1}{sup}|g_M(u)g(u)|0$$
(5.38)
are valid for some limiting parent density $`g`$ that is continuous on $`[0,1]`$, then

$$\widehat{F}_M\stackrel{w}{}F,\text{in probability},$$
(5.39)
holds with

$$\widehat{F}_M(x)=\frac{1}{M}\underset{j=1}{\overset{m}{}}(k_jk_{j1})\text{1}_{[\frac{M}{n(k_jk_{j1})}_{i=k_{j1}+1}^{k_j}X_ix]}.$$
(5.40)
Proof

The estimator $`\widehat{F}_M`$ behaves asymptotically as

$$\overline{F}_M(x)=\frac{1}{M}\underset{j=1}{\overset{m}{}}(k_jk_{j1})\text{1}_{[\frac{Mq_{mj}}{k_jk_{j1}}x]}.$$
(5.41)
Indeed, in view of $`|\text{1}_{[ax]}\text{1}_{[bx]}|𝑑x=|ba|`$ we have

$`{\displaystyle |\widehat{F}_M(x)\overline{F}_M(x)|𝑑x}`$
$``$ $`{\displaystyle \underset{j=1}{\overset{m}{}}\frac{k_jk_{j1}}{M}\left|\text{1}_{[\frac{M\overline{X}_j}{n(k_jk_{j1})}x]}\text{1}_{[\frac{Mq_{mj}}{k_jk_{j1}}x]}\right|dx}`$
$`=`$ $`{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle \frac{k_jk_{j1}}{M}}\left|{\displaystyle \frac{M\overline{X}_j}{n(k_jk_{j1})}}{\displaystyle \frac{Mq_{mj}}{k_jk_{j1}}}\right|.`$
Consequently, we obtain

$`\text{}{\displaystyle |\widehat{F}_M(x)\overline{F}_M(x)|𝑑x}{\displaystyle \frac{m}{n}}{\displaystyle \frac{1}{m}}{\displaystyle \underset{j=1}{\overset{m}{}}}\text{}|\overline{X}_jnq_{mj}|`$
$``$ $`{\displaystyle \frac{m}{n}}\sqrt{{\displaystyle \frac{1}{m}}{\displaystyle \underset{j=1}{\overset{m}{}}}\text{}(\overline{X}_jnq_{mj})^2}={\displaystyle \frac{m}{n}}\sqrt{{\displaystyle \frac{1}{m}}{\displaystyle \underset{j=1}{\overset{m}{}}}nq_{mj}(1q_{mj})}`$
$``$ $`\sqrt{{\displaystyle \frac{m}{n}}}0`$
and hence

$$|\widehat{F}_M(x)\overline{F}_M(x)|𝑑x\stackrel{P}{}0.$$
(5.43)
In order to prove $`\widehat{F}_M\stackrel{w}{}F`$ in probability, by Proposition 4.1 it remains to show $`\overline{F}_M\stackrel{w}{}F`$.

Consider the function

$$\overline{g}_M(u)=\underset{j=1}{\overset{m}{}}\frac{1}{k_jk_{j1}}\underset{i=k_{j1}+1}{\overset{k_j}{}}Mp_{Mi}\text{1}_{(\frac{k_{j1}}{M},\frac{k_j}{M}]}(u).$$
(5.44)
For $`k_{j1}/M<uk_j/M`$ we have

$`|\overline{g}_M(u)g(u)|{\displaystyle \frac{1}{k_jk_{j1}}}{\displaystyle \underset{i=k_{j1}+1}{\overset{k_j}{}}}|Mp_{Mi}g(u)|`$
$``$ $`\underset{k_{j1}/M<vk_j/M}{sup}|g_M(v)g(u)|`$
$``$ $`\underset{v}{sup}|g_M(v)g(v)|+\underset{|uv|sup_j(k_jk_{j1})/M}{sup}|g(v)g(u)|.`$
By assumption, the function $`g`$ is uniformly continuous and hence $`sup_j(k_jk_{j1})/M0`$ implies $`\overline{g}_M(U)g(U)`$, almost surely, and in distribution, i.e. $`\overline{F}\stackrel{w}{}F`$, which completes the proof of the theorem. $`\mathrm{}`$

### 5.3 The kernel type estimator

Weak consistency of the kernel type estimator is established by the next theorem.

###### Theorem 5.2

If $`k\mathrm{},k/M0,M/(nk)0`$ hold, if $`w`$ is a density that is Riemann integrable on bounded intervals, that is also Riemann square integrable on bounded intervals, and that has bounded support or is ultimately monotone in its tails, and if

$$\underset{0<u1}{sup}|g_M(u)g(u)|0$$
(5.45)
holds with $`g`$ continuous on $`[0,1]`$, then

$$\widehat{F}_M\stackrel{w}{}F,\text{in probability},$$
(5.46)
is valid for

$$\widehat{F}_M(x)=\frac{1}{M}\underset{j=1}{\overset{M}{}}\text{1}_{[\frac{M}{nk}_{i=1}^Mw(\frac{ji}{k})X_ix]}.$$
(5.47)
Proof Let

$$\stackrel{~}{F}_M(x)=\frac{1}{M}\underset{j=1}{\overset{M}{}}\text{1}_{[\frac{M}{nk}_{i=1}^Mw(\frac{ji}{k})Y_ix]}$$
(5.48)
be the Poissonized version of $`\widehat{F}_M(x)`$. Note that by the coupling argument $`X_iY_i`$ for all $`i`$ or $`X_iY_i`$ for all $`i`$. Since $`w`$ is a Riemann integrable density we thus get

$`\text{}{\displaystyle |\widehat{F}_M(x)\stackrel{~}{F}_M(x)|𝑑x}`$
$``$ $`\text{}{\displaystyle \frac{1}{M}}{\displaystyle \underset{j=1}{\overset{M}{}}}{\displaystyle |\text{1}_{[\frac{M}{nk}_{i=1}^Mw(\frac{ji}{k})X_ix]}\text{1}_{[\frac{M}{nk}_{i=1}^Mw(\frac{ji}{k})Y_ix]}|𝑑x}`$
$`=`$ $`\text{}{\displaystyle \frac{1}{M}}{\displaystyle \underset{j=1}{\overset{M}{}}}\left|{\displaystyle \frac{M}{nk}}{\displaystyle \underset{i=1}{\overset{M}{}}}w\left({\displaystyle \frac{ji}{k}}\right)(X_iY_i)\right|=\text{}{\displaystyle \frac{1}{M}}{\displaystyle \underset{j=1}{\overset{M}{}}}{\displaystyle \frac{M}{nk}}{\displaystyle \underset{i=1}{\overset{M}{}}}w\left({\displaystyle \frac{ji}{k}}\right)|X_iY_i|`$
$`=`$ $`\text{}{\displaystyle \frac{1}{n}}{\displaystyle \underset{i=1}{\overset{M}{}}}\left({\displaystyle \underset{j=1}{\overset{M}{}}}{\displaystyle \frac{1}{k}}w\left({\displaystyle \frac{ji}{k}}\right)\right)|X_iY_i|{\displaystyle \underset{l}{}}{\displaystyle \frac{1}{k}}w\left({\displaystyle \frac{l}{k}}\right)\text{}{\displaystyle \frac{|Nn|}{n}}=O\left({\displaystyle \frac{1}{\sqrt{n}}}\right).`$
Consequently, by Proposition 4.1 it suffices to prove

$$\stackrel{~}{F}_M\stackrel{w}{}F,\text{in probability}.$$
(5.49)
Define

$$\overline{F}_M(x)=\frac{1}{M}\underset{j=1}{\overset{M}{}}\text{1}_{[\frac{1}{k}_{i=1}^Mw(\frac{ji}{k})Mp_{Mi}x]}.$$
(5.50)
To prove (5.49), by Proposition 4.1, it suffices to prove

$$\text{}|\stackrel{~}{F}_M(x)\overline{F}_M(x)|𝑑x\stackrel{P}{}0\text{and}\overline{F}_M\stackrel{w}{}F,\text{in probability}.$$
(5.51)
Indeed, since the $`Y_i`$ are independent and $`w`$ is square Riemann integrable, we have

$`\text{}{\displaystyle |\stackrel{~}{F}_M(x)\overline{F}_M(x)|𝑑x}{\displaystyle \frac{1}{M}}{\displaystyle \underset{j=1}{\overset{M}{}}}\text{}\left|{\displaystyle \frac{M}{nk}}{\displaystyle \underset{i=1}{\overset{M}{}}}w\left({\displaystyle \frac{ji}{k}}\right)(Y_inp_{Mi})\right|`$
$``$ $`\sqrt{{\displaystyle \frac{1}{M}}{\displaystyle \underset{j=1}{\overset{M}{}}}\text{Var }\left\{{\displaystyle \frac{M}{nk}}{\displaystyle \underset{i=1}{\overset{M}{}}}w\left({\displaystyle \frac{ji}{k}}\right)(Y_inp_{Mi})\right\}}`$
$`=`$ $`\sqrt{{\displaystyle \frac{M}{n^2k^2}}{\displaystyle \underset{j=1}{\overset{M}{}}}{\displaystyle \underset{i=1}{\overset{M}{}}}w^2\left({\displaystyle \frac{ji}{k}}\right)np_{Mi}}\sqrt{{\displaystyle \frac{M}{nk^2}}{\displaystyle \underset{i=1}{\overset{M}{}}}{\displaystyle \underset{\mathrm{}}{}}w^2\left({\displaystyle \frac{\mathrm{}}{k}}\right)p_{Mi}}`$
$`=`$ $`\sqrt{{\displaystyle \frac{M}{nk}}{\displaystyle \underset{\mathrm{}}{}}{\displaystyle \frac{1}{k}}w^2\left({\displaystyle \frac{\mathrm{}}{k}}\right)}=O\left(\sqrt{{\displaystyle \frac{M}{nk}}}\right)0,`$
because of $`k\mathrm{}`$ and $`M/(nk)0`$. This proves the first statement of (5.51).

Finally, we prove the second statement of (5.51). As parent density for the distribution function $`\overline{F}_M`$ we choose

$$\overline{g}_M(u)=\underset{j=1}{\overset{M}{}}\frac{1}{k}\underset{i=1}{\overset{M}{}}w\left(\frac{ji}{k}\right)Mp_{Mi}\text{1}_{(\frac{j1}{M},\frac{j}{M}]}(u),u.$$
(5.52)
Note that $`g_M`$ vanishes outside (0,1\]. Fix $`u(0,1)`$. For $`u(\frac{j1}{M},\frac{j}{M}]`$, and $`K>0`$ fixed, we have

$`|\overline{g}_M(u)g(u)|`$
$``$ $`{\displaystyle \underset{\mathrm{}}{}}{\displaystyle \frac{1}{k}}w\left({\displaystyle \frac{\mathrm{}}{k}}\right)\left|g_M\left({\displaystyle \frac{j\mathrm{}}{M}}\right)g\left({\displaystyle \frac{j\mathrm{}}{M}}\right)\right|`$
$`+`$ $`{\displaystyle \underset{|\mathrm{}|Kk}{}}{\displaystyle \frac{1}{k}}w\left({\displaystyle \frac{\mathrm{}}{k}}\right)\left|g\left({\displaystyle \frac{j\mathrm{}}{M}}\right)g(u)\right|`$
$`+`$ $`\left\{{\displaystyle \underset{|\mathrm{}|>Kk}{}}{\displaystyle \frac{1}{k}}w\left({\displaystyle \frac{\mathrm{}}{k}}\right)+\left|{\displaystyle \underset{\mathrm{}}{}}{\displaystyle \frac{1}{k}}w\left({\displaystyle \frac{\mathrm{}}{k}}\right)1\right|\right\}\underset{u}{sup}g(u).`$
Note that the conditions imposed on $`w`$ guarantee that

$$\underset{|\mathrm{}|>Kk}{}\frac{1}{k}w\left(\frac{\mathrm{}}{k}\right)$$
(5.53)
is arbitrarily small for $`K`$ sufficiently large, that

$$\underset{|\mathrm{}|Kk}{}\frac{1}{k}w\left(\frac{\mathrm{}}{k}\right)_K^Kw(u)𝑑u,$$
(5.54)
which is arbitrarily close to one for $`K`$ large enough, and hence that

$$\underset{\mathrm{}}{}\frac{1}{k}w\left(\frac{\mathrm{}}{k}\right)1,$$
(5.55)
as $`k\mathrm{}`$. Consequently, in view of (5.45), and in view of the uniform continuity and boundedness of $`g`$, all three terms at the right hand side tend to zero as $`k\mathrm{}`$ and subsequently $`K\mathrm{}`$. So, $`\overline{g}_M(U)g(U)`$, almost surely and in distribution, which implies $`\overline{F}_M\stackrel{w}{}F`$.

$`\mathrm{}`$

## 6 Discussion

The key assumption in the consistency proofs of the grouping and kernel estimators is the existence of a limiting parent density. This is a reasonable assumption only, if there is a natural ordering of the cells and neighboring cells have approximately the same cell probabilities. In applications like e.g. linguistics this need not be the case. Consider a text of $`n`$ words of an author with a vocabulary of $`M`$ words. Here the words in the vocabulary correspond to the cells of the multinomial distribution and the existence of a limiting or approximating parent density is rather unrealistic. To a lesser extent this might be the case in biology, where cells correspond to species and $`n`$ is the number of individuals found in some ecological entity.

An estimator that is consistent even if our key assumption does not hold, has been constructed in Klaassen and Mnatsakanov (2000). However, it seems to have a logarithmic rate of convergence only. The rates of convergence of our grouping and kernel estimators will depend on the rate at which the assumed limiting parent density can be estimated. This issue is still to be investigated, but under the assumption $`n/M\lambda `$, for some constant $`\lambda `$, Van Es and Kolios (2002) show that, for the relatively simple case of equal group size, an algebraic rate of convergence can be achieved by the estimator based on grouping.

Since the estimators studied here are based on smoothing of the cell frequencies an important open problem is the choice of the smoothing parameter. For the estimator based on grouping this is the choice of the sizes of the groups and for the kernel type estimator the choice of the bandwidth. By studying convergence rates these choices may be optimized.

Acknowledgement

This paper has been prepared under INTAS-97-Georgia-1828.

References

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Van Es, B. and S. Kolios (2002), Estimating a structural distribution function by grouping, Mathematics ArXiv PR/0203080.

Khmaladze, E.V. (1988), The statistical analysis of a large number of rare events, Report MS-R8804, CWI, Amsterdam.

Khmaladze, E.V. and R.Ya. Chitashvili (1989), Statistical analysis of a large number of rare events and related problems (Russian), Proc. A. Razmadze Math. Inst. Georgian Acad. Sci., Tbilisi, 92, 196-245.

Klaassen, C.A.J. and R.M. Mnatsakanov (2000), Consistent estimation of the structural distribution function, Scand. J. Statist., 27, 733–746.