Re: [ROOT] Statistical Meaning of Errors in Minuit

From: Rene Brun (Rene.Brun@cern.ch)
Date: Thu Jun 05 2003 - 18:35:10 MEST


Hi Steffen

MInuit is described in class TMinuit. See:

http://root.cern.ch/root/htmldoc/TMinuit.html

Concerning the statistical interpretation of the errors, there are two 
references to the two Fred James books:

For a discussion of basic concepts, such as the meaning of the elements 
of the error matrix, or setting of exact confidence
levels see: 

   1.F.James. Determining the statistical Significance of experimental 
Results. Technical Report DD/81/02 and CERN
     Report 81-03, CERN, 1981. 
   2.W.T.Eadie, D.Drijard, F.James, M.Roos, and B.Sadoulet. Statistical 
Methods in Experimental Physics. North-Holland,
     1971. 

I am ccying your mail to Fred (he might be  away for a few 
days) and also to Matthias Winkler who is working on a new version
of Minuit.

Rene Brun


On Thu, 5 Jun 2003, 
Steffen Grohmann wrote:

> Hello,
>  
> I need to know the statistical meaning of the errors of fitted
> parameters in Minuit, when the fit works without problem. Are these
> errors equal to the standard deviation (square root of the mean square
> deviation of fitted parameters from the mean of the fitted parameter),
> meaning that 63 % of the values fall within the error margin?
>  
> Unfortunately, the link on the TMinuit web page doesn't work
>     http://root.cern.ch/root/html301/H1Bibliography.html
>  
> Regards,
> Steffen
> 



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