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Sample size effects in multivariate fitting of correlated data

Authors
  • Toussaint, D.
  • Freeman, W.
Type
Preprint
Publication Date
Aug 24, 2008
Submission Date
Aug 15, 2008
Source
arXiv
License
Yellow
External links

Abstract

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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