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Physics 310 The Method of Maximum Likelihood as applied to a linear function What is the appropriate condition to be satisfied for the sample population to best represent the parent population?
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Physics 310 The parent population... Suppose we have data which we comes from a parent population characterized by a linear relationship betwen x and y: Suppose we have (x,y) data which we assume comes from a parent population characterized by a linear relationship betwen x and y: y = a + bx The problem: What is the best way to find the value of and which most likely represent the parent population from which our sample is obtained? The problem: What is the best way to find the value of a and b which most likely represent the parent population from which our sample is obtained?
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Physics 310 Why do we assume it is linear? Suppose you have a table of data in two columns. What is the obvious next thing to do? Suppose you have a table of (x,y) data in two columns. What is the obvious next thing to do? Make a graph of vs and examine the apparant relationship between these pairs of measured values. Make a graph of y vs x and examine the apparant relationship between these pairs of measured values. Then, estimate the likely relationship -- i.e., “guess” the parent population!
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Physics 310 Our goal... If we assume the relationship between appears to be a linear one, our goal then is to find and If we assume the relationship between (x,y) appears to be a linear one, our goal then is to find a and b We will use the method of maximum likelihood -- as before, but now we determine two values, not just one. The mathematical formalism is the same; the complexity is a bit greater!
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Physics 310 Probability for one point -- Probability for one (x i,y i ) point -- The probability of making a measurement when there is an uncertainty in which isis just -- The probability of making a measurement (x i,y i ) when there is an uncertainty in y i which is i is just --
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Physics 310 The probability for all our points The probability of getting our entire set of points is then --
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Physics 310 To maximize the probability -- We must minimize to maximize the probability We must minimize 2 to maximize the probability This implies we minimize the squared deviations, i.e., find the least squared deviations
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Physics 310 Minimize with respect to...? Minimize 2 with respect to...? In chaper 4, we minimized with respect to the trial mean, In chaper 4, we minimized with respect to the trial mean, ’ Here we minimize with respect to and simultaneously -- Here we minimize with respect to a and b simultaneously -- These lead to equations (6.10) and (6.11) - whose solutions are seen as (6.12)
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Physics 310...which give us and....which give us a and b. Remember and are found such as to maximize the probability that these values of and will represent the parent population and from which our data came. This implies for each. Remember a and b are found such as to maximize the probability that these values of a and b will represent the parent population a o and b o from which our data came. This implies for each x i. » Parent Population » Our data
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Physics 310 Uncertainties and ? Uncertainties a and b ? We estimate the uncertainties in and just as we did in chapter 4: We estimate the uncertainties in a and b just as we did in chapter 4: – leading to equations (6.20) and (6.21).
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Physics 310 Set up spreadsheet -- ,,,,,... Then form columns of quotients Sum the columns Substitute in the equations to get the values of and, and and. Substitute in the equations to get the values of a and b, and a and b. Quote results as where Quote results as y = a+ bx where a = -0.32 MeV 0.04 MeV b = 23.6 MeV/ch 0.2 MeV/ch
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Physics 310 We define as -- We define 2 as -- Calculate the individual for each point Then sum to get the total Then sum to get the total 2
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Physics 310 What do we expect for ? What do we expect for 2 ? Imagine that, on average, the deviations (numerator) were ~. Imagine that, on average, the deviations (numerator) were ~ 1 . Then, the sum of the ratio for datum points would be ~ ! Then, the sum of the ratio for N (x i,y i ) datum points would be ~ N! Statistically, we expect for the value Statistically, we expect for 2 the value
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Physics 310 Conclusions... What do you conclude if is ~1? What do you conclude if is >>1? What do you conclude if is <<1? What do you do if one point has a very large value of ? What do you do if one point has a very large value of 2 ?
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