Statistical error calculating moments

Roofit and RooStats
1

I have the information about the event number and the number of particles generated per event.
E1------ N1
E2 ------N2
…
…
…
I want to calculate the statistical error when I calculate the moments. Any helpful tips/formulae i can use for it.

Thank you!

2

Hi,

I guess you would like to know the standard errors on the moments (mean, variance).
The ROOT class TH1 computes them for the mean and the standard deviations, see TH1::GetMeanError and TH1::GetStdDevError

For the StandardDeviation the TH1 classes computes the error assuming a normal distribution for the data. You can find the general formula in some statistics books, for example, Kendall-Stuart Vol. 1.

Best regards

Lorenzo

3

Thank you, Moneta. I have tried calculating using the delta theorem approach. The results are similar to the results from the function you have pointed out.

4

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