Covariance of two histograms

[moneta]

Hi

I though you need to create a covariance between each single bin a(i) bs b(i) for used for adding histograms as you asked here:

Statistical uncertainty of sum of two correlated histograms

Hi guys, I have two correlated histograms AAAA, BBBB. likes: TH1D* AAAA = (TH1D*)file1->Get(""); TH1D* BBBB = (TH1D*)file1->Get(""); I want to calculated the statistical uncertainty for the sum of AAAA->Add(BBBB). By default, I used the sumw2(). I know sumw2 is only correct to two independent histograms. So, how will I do? It is better if give a corresponding example. Thanks a lot.

The function TH2::GetCovariance return the global correlation between all values of a and b.

You would need to compute for each single bin (at filling time) something shown here

Correlation | Sample correlation coefficient

Lorenzo