here is an example of simple code that makes toy MC studies
(I copied from here and there from the tutorials)
The p.d.f. is a simple Gaussian
As you can see, if you set the number of entries of the Gaussian, let’s say to 100,
the pulls for the sigma are significantly not centered
Instead if you increase the number of entries of the Gaussian, let’s say to 500,
the pulls for the sigma are nicely normally distributed
My question is: why the distribution of the pulls for the parameter sigma are
not always normally distributed regardless the number of entries ?
Is there a somehow a way to make them become normally distributed even
when the toy MC has a low number of entries ?
TestPulls.C (1.45 KB)