Non-Gaussian Likelihood Function

Details Non-Gaussian Likelihood Function Non-Gaussian Likelihood Function

1995-04-09

arxiv.org/abs/astro-ph/9504029v1

Astronomy and Astrophysics

Astrophysics

Latex, 20 pages, two figures a.o.r

Scientific paper

We generalize the maximum likelihood method to non-Gaussian distribution functions by means of the multivariate Edgeworth expansion. We stress the potential interest of this technique in all those cosmological problems in which the determination of a non-Gaussian signature is relevant, e.g. in the analysis of large scale structure and cosmic microwave background. A first important result is that the asymptotic confidence limits on the parameters are systematically widened when the higher order correlation functions are positive, with respect to the Gaussian case.

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