COVARIANCE MATRIX OF THE EVALUATION UNCERTAINTIES AND χ2–CRITERION

Gai E.V.
A. I. Leypunsky Institute for Physics and Power Engineering, Obninsk, Russia

Abstract

Analysis of experimental data by mathematical statistics allows to estimate underlying physical regularities or, at least, to construct smooth approximant of these data. Generally, such analysis uses declared statistic and systematic uncertainties of the experimental data. Conformance verification of these uncertainties with the observable data spread in classical mathematical statistics is accomplished by χ2-criterion. In this work it is shown that in the case of the large number of experimental points, uncertainty of the estimate is defined by the systematic uncertainties of the experiment, but χ2-criterion magnitude does not depend on them.

Keywords
criterion χ2, error, OLS, likelihood function, variance of the experimental data, systematic errors

Article Text (in Russian, PDF)

References

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UDC 539.17

Problems of Atomic Science and Technology. Series: Nuclear Constants, issue 1-2, 2011-2012