pettus
February 14, 2018, 1:08am
1
When returning the TFitter::GetConfidenceIntervals in the special case of a TGraph, shouldn’t the scaling by the chi-square be omitted?

I followed the argument here for why this is included in general:

Dear root and statistics experts,
I tried to analyze the code behind the function GetConfidenceIntervals in TFitter.cxx .
I fitted data in TGraphErrors with a function like [0]+[1]Log10(X) and I’d like to get the associated confidence intervals for a 0.95 cl. So I used the function GetConfidenceIntervals and I got the result.
OK…my question (probably trivial!) is the following: why in the code of the file TFitter.cxx the result is multiplied (and not divided?!) by a factor TMath::Sqrt(f->GetC…
But for the TGraph documentation, it mentions that the error bars are already scaled by the chi-square (while the chi-square has not been rescaled similarly):

https://root.cern.ch/doc/master/classTGraph.html#TGraph:Fit

When fitting a TGraph (i.e. no errors associated with each point), a correction is applied to the errors on the parameters with the following formula: errorp *= sqrt(chisquare/(ndf-1))

system
Closed
February 28, 2018, 1:08am
2
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