sample variance fitting
DESCRIPTION
Sample variance fitting. Comparing data to a priori distributions. Comparing data to a priori distributions. Sample variance fitting. Example parameters. 1) Horizontal stretch x 1/2. 2) Vertical offset y 0. Sample variance fitting. Example parameters. 1) Horizontal stretch x 1/2. - PowerPoint PPT PresentationTRANSCRIPT
1
Sample variance fitting
𝑥2 𝑥3𝑥4 𝑥5
𝑥1
𝑥
𝑦 (𝑥 )
𝜒2 (⋆ )=𝛿 𝑦1
2 (⋆ )𝑠𝑚1
2 (⋆ )+𝛿 𝑦2
2 (⋆ )𝑠𝑚 2
2 (⋆ )+⋯+
𝛿 𝑦𝑀2 (⋆ )
𝑠𝑚𝑀
2 (⋆ )
min𝑃𝐴𝑅𝐴𝑀𝑆
𝜒2 (⋆ )∼𝑀−𝑁 𝑃𝐴𝑅𝐴𝑀
𝑥2 𝑥3𝑥4 𝑥5
𝑥1
2
Comparing data to a priori distributions
𝑥
𝑦 (𝑥 )
𝜒2 (⋆ )𝑥2 𝑥3𝑥4 𝑥5
𝑥1
3
Comparing data to a priori distributions
𝑥
𝑦 (𝑥 )
𝛿 𝑦5 (⋆ )
𝛿 𝑦4 (⋆ )
𝛿 𝑦3 (⋆ )𝛿 𝑦2 (⋆ )
𝛿 𝑦1 (⋆ )
𝜎 1 𝜎 2
𝜎 3 𝜎 4𝜎 5
|𝛿 𝑦 𝑖 (⋆ )|∼𝜎 𝑖
𝑃 (𝛿 𝑦1 (⋆ ) , 𝛿𝑦 2 (⋆ ) ,⋯ )=𝑃1 (𝛿𝑦1 (⋆ ) ) ∙𝑃2 (𝛿 𝑦 2 (⋆ ) )⋯
⟨ 𝜒2 ⟩=𝑀
¿ 1(2𝜋 )𝑀 /2𝜎1𝜎2⋯
exp [− 12 ( 𝛿 𝑦12 (⋆ )𝜎12 +
𝛿𝑦 22 (⋆ )𝜎22 +⋯+
𝛿𝑦𝑀2 (⋆ )𝜎𝑀2 )]
4
Sample variance fitting
𝑥
𝑦 (𝑥 )
𝑥2 𝑥3𝑥4 𝑥5
𝑥1
𝑥
𝑦 (𝑥 )2) Vertical offset y0
Example parameters1) Horizontal stretch x1/2
5
Sample variance fitting
𝑥
𝑦 (𝑥 )
𝑥2 𝑥3𝑥4 𝑥5
𝑥1
𝑥
𝑦 (𝑥 )
𝑃 (𝛿 𝑦1 (⋆ ) , 𝛿𝑦 2 (⋆ ) ,⋯ )∼ 1
(2𝜋 )𝑀 /2𝑠𝑚1𝑠𝑚2
⋯exp [− 12 (𝛿 𝑦1
2 (⋆ )𝑠𝑚1
2 (⋆ )+𝛿 𝑦2
2 (⋆ )𝑠𝑚2
2 (⋆ )+⋯+
𝛿 𝑦𝑀2 (⋆ )
𝑠𝑚𝑀
2 (⋆ ) )]
Example parameters
Adjust parameters to maximize “probability”, i.e. minimize
2) Vertical offset y0
1) Horizontal stretch x1/2
Adjust parameters to maximize “probability”, i.e. minimize
Adjust parameters to maximize “probability”, i.e. minimize
6
Sample variance fitting
𝑥
𝑦 (𝑥 )
𝑃 (𝛿 𝑦1 (⋆ ) , 𝛿𝑦 2 (⋆ ) ,⋯ )∼ 1
(2𝜋 )𝑀 /2𝑠𝑚1𝑠𝑚2
⋯exp [− 12 (𝛿 𝑦1
2 (⋆ )𝑠𝑚1
2 (⋆ )+𝛿 𝑦2
2 (⋆ )𝑠𝑚2
2 (⋆ )+⋯+
𝛿 𝑦𝑀2 (⋆ )
𝑠𝑚𝑀
2 (⋆ ) )]
𝑥2 𝑥3𝑥4 𝑥5
𝑥1
𝑥
𝑦 (𝑥 )
Example parameters
2) Vertical offset y0
1) Horizontal stretch x1/2
𝑥
𝑦 (𝑥 )Big dysc2 big
𝑥
𝑦 (𝑥 )Big dysc2 big
𝑥
𝑦 (𝑥 )Small dysc2 small
7
Sample variance fitting
𝑥
𝑦 (𝑥 )
𝑥2 𝑥3𝑥4 𝑥5
𝑥1
𝑥
𝑦 (𝑥 )
Adjust parameters to maximize “probability”, i.e. minimize
min𝑃𝐴𝑅𝐴𝑀𝑆
𝜒2 (⋆ )
𝑥1 /2 (⋆ )±𝑠𝑥1/2 (⋆ )𝑦 0 (⋆ )± 𝑠𝑦0 (⋆ )
𝑃 (𝛿 𝑦1 (⋆ ) , 𝛿𝑦 2 (⋆ ) ,⋯ )∼ 1
(2𝜋 )𝑀 /2𝑠𝑚1𝑠𝑚2
⋯exp [− 12 (𝛿 𝑦1
2 (⋆ )𝑠𝑚1
2 (⋆ )+𝛿 𝑦2
2 (⋆ )𝑠𝑚2
2 (⋆ )+⋯+
𝛿 𝑦𝑀2 (⋆ )
𝑠𝑚𝑀
2 (⋆ ) )]
𝑠𝑥1 /2(⋆ )=√ [𝑥1/2 (⋆+∆⋆1 )−𝑥1/2 (⋆ ) ]2+⋯
8
Sample variance fitting
𝑥2 𝑥3𝑥4 𝑥5
𝑥1
𝑥
𝑦 (𝑥 )
Adjust parameters to maximize “probability”, i.e. minimize
𝑥1 /2 (⋆ )±𝑠𝑥1/2 (⋆ )𝑦 0 (⋆ )± 𝑠𝑦0 (⋆ )
IF the fitting curve can be adjusted to be “correct,”
min𝑃𝐴𝑅𝐴𝑀𝑆
𝜒 2 (⋆ )
𝜈 ∼1
⟨ min𝑃𝐴𝑅𝐴𝑀𝑆
𝜒 2 (⋆ ) ⟩⋆=𝑀 −𝑁 𝑃𝐴𝑅𝐴𝑀
min𝑃𝐴𝑅𝐴𝑀𝑆
𝜒2 (∎ ) min𝑃𝐴𝑅𝐴𝑀𝑆
𝜒2 (Δ )
𝜈
min𝑃𝐴𝑅𝐴𝑀𝑆
𝜒2 (⋆ )
𝑃 (𝛿 𝑦1 (⋆ ) , 𝛿𝑦 2 (⋆ ) ,⋯ )∼ 1
(2𝜋 )𝑀 /2𝑠𝑚1𝑠𝑚2
⋯exp [− 12 (𝛿 𝑦1
2 (⋆ )𝑠𝑚1
2 (⋆ )+𝛿 𝑦2
2 (⋆ )𝑠𝑚2
2 (⋆ )+⋯+
𝛿 𝑦𝑀2 (⋆ )
𝑠𝑚𝑀
2 (⋆ ) )]
9
Sample variance fitting
𝑃 (𝛿 𝑦1 (⋆ ) , 𝛿𝑦 2 (⋆ ) ,⋯ )∼ 1
(2𝜋 )𝑀 /2𝑠𝑚1𝑠𝑚2
⋯exp [− 12 (𝛿 𝑦1
2 (⋆ )𝑠𝑚1
2 (⋆ )+𝛿 𝑦2
2 (⋆ )𝑠𝑚2
2 (⋆ )+⋯+
𝛿 𝑦𝑀2 (⋆ )
𝑠𝑚𝑀
2 (⋆ ) )]
𝑥2 𝑥3𝑥4 𝑥5
𝑥1
𝑥
𝑦 (𝑥 )
min𝑃𝐴𝑅𝐴𝑀𝑆
𝜒2 (⋆ )
𝑥1 /2 (⋆ )±𝑠𝑥1/2 (⋆ )𝑦 0 (⋆ )± 𝑠𝑦0 (⋆ )
1) Measure individual samples to construct sample means and standard errors at various x
2) Justify fitting function and parameters.
min𝑃𝐴𝑅𝐴𝑀𝑆
𝜒 2 (⋆ )
𝜈∼13) Is ?
4) Do normalized residuals look plausibly like random noise?
5) IF pass QC, report
𝑥
𝛿 𝑦 𝑖 (⋆ )𝑠𝑚𝑖
1
-1
0
( )
min𝑃𝐴𝑅𝐴𝑀𝑆
𝜒2 (⋆ )
𝜒2 (⋆ )
𝑥
𝑦 (𝑥 )Big dysc2 big
𝑥
𝑦 (𝑥 )Big dysc2 big
𝑥
𝑦 (𝑥 )Small dysc2 small