Sample size effects in multivariate fitting of correlated data

Details Sample size effects in multivariate fitting of correlated data Sample size effects in multivariate fitting of correlated data

2008-08-15

arxiv.org/abs/0808.2211v2

Physics

High Energy Physics

High Energy Physics - Lattice

Added calculation of parameter variance for bootstrap with remade covariance matrices

Scientific paper

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.

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