Error estimation
From GOSIA
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==Diagonal errors versus correlated errors== | ==Diagonal errors versus correlated errors== | ||
| - | The ''diagonal'' error is the error one obtains by varying only a single parameter "x" above and below | + | The ''diagonal'' error is the error one obtains by varying only a single parameter "x" above and below its minimum [[chi-squared]] value to find the intersection of the chi-squared vs. x curve with the line defined by chi-squared = minimum chi-squared + 1. The diagonal error is generally much smaller than the full correlated error, and the latter is the error that should be quoted. |
| - | The ''correlated error'' is defined by the lower and upper limits of the parameter being measured | + | The ''correlated error'' is defined by the lower and upper limits of the parameter being measured along the intersection of the [[reduced chi-squared]] surface with the plane defined by reduced-chi-squared = reduced-chi-squared_minimum + (reduced-chi-squared_minimum/N), where "N" is the number of [[degrees of freedom]] in the fit. Ideally, this contour of intersection is elliptical, but this is not always the case. |
==Proper treatment of correlated errors in the general case== | ==Proper treatment of correlated errors in the general case== | ||
