Hello, in this topic Calculate the sigma between results of the same mesurement - #12 by moneta @moneta showed me a method to calculate the number of sigma of agreement of parameters measured by three differents instruments (by calculating the X^2 and p-value).

In the experiment I measured 3 parameters (let’s call them x,y,z) by three instruments and I calculated by Root, the number of sigma of agreement. But, in my experiment, x,y and z are correlated, instead in this method, the X^2 is calculated individually for each paramether.

Is there, in ROOT, an easy way to calculate the error of this approssimation (i.e. neglecting the correlation between the parameter), or an easy way to calculate the number of sigma considering also the correlation between the three parameters??

Thank you