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

From: Amnon Harel <amnon.harel_at_cern.ch>
Date: Thu, 23 Feb 2012 08:21:16 +0000

Dear Lei,

Perhaps the discussion of ROOT bug #19497 answers your question.

 cheers,
 Amnon

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From: owner-roottalk_at_root.cern.ch [owner-roottalk_at_root.cern.ch] on behalf of Lei Zhang [lei.zhang_at_cern.ch] Sent: 23 February 2012 09:11
To: roottalk_at_root.cern.ch
Subject: [ROOT] Ask: the error of the mean value of a weighted histogram

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 - 09:21:28 CET