Sample size effects in multivariate fitting of correlated data

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

A common problem in analysis of experiments or in lattice QCD simulations is fitting a parameterized model to the average over a number of samples of correlated data values. If the number of samples is not infinite, estimates of the variance of the parameters ("error bars") and of the goodness of fit are affected. We illustrate these problems with numerical simulations, and calculate approximate corrections to the variance of the parameters for estimates made in the standard way from derivatives of the parameters' probability distribution as well as from jackknife and bootstrap estimates.
Added calculation of parameter variance for bootstrap with remade covariance matrices

Keywords

High Energy Physics - Lattice, Methodology

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/167592

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0808.2211
 http://arxiv.org/abs/0808.2211

Collections

arXiv