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Published byRandall Henderson Modified over 9 years ago
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The chi-squared statistic 2 N Measures “goodness of fit” Used for model fitting and hypothesis testing e.g. fitting a function C(p 1,p 2,...p M ; x) to a set of data pairs (x i,y i ) where the y i have associated uncertainties i : Define statistic: If C has M fitting parameters, expect 2 ~ N - M
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2 fitting approach Consider a set of data points X i with a common mean and individual errors i We’ve already seen that the weighted average: Alternatively use goodness of fit: Find the value of A that minimises
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Parameter fitting by minimizing 2 Set derivative of w.r.t. A to zero and solve: In other words, the optimally weighted average also minimizes .
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Using 2 to estimate parameter uncertainties Variance of optimally weighted average: What is for Use Taylor series: Now So Hence: A 22 2 min
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Error bars from 2 curvature We’ve just seen that: Hence 2 ≤1 encloses 68% of probability for A. We use 2 ≤1 to get “1 ” error bars on the value of a single parameter fitted to data. Use the second derivative (curvature): For the case where We get
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Scaling a profile by 2 minimization As before: –X i = data, known. – i = error bars, known. –p i = profile, known. –A p i = profile scaled by factor A. Goodness of fit:
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Error bar on scale factor Use the 2 curvature method. Second derivative: Use 2 = 1: A 22 2 min
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