Ask: the error of the mean value of a weighted histogram

From: Lei Zhang <lei.zhang_at_cern.ch>
Date: Thu, 23 Feb 2012 09:11:27 +0100


Dear ROOTors,

According to my study, I need to get the error of the mean value of a weighted histogram.

I have checked the code for calculating this error:

(from the root web)*// mean error = RMS / sqrt( Neff )*

The Neff is: (sum of Wt)^2 / sum of Wt^2

*// s[1] sum of squares of weights, s[0] sum of weights

    return (s[1] ? s[0]*s[0]/s[1] :TMath <http://root.cern.ch/root/html/TMath.html>::Abs <http://root.cern.ch/root/html/TMath.html#TMath:Abs>(s[0]) ); *
Since I am not an expert on statistics, may I ask how this definition come? Where can I find some reference for this formula?

Thank you in advance

Best regards

Lei Received on Thu Feb 23 2012 - 09:11:39 CET

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