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1 vote
1 answer
22 views

Error estimation in weighted cubic fitting

Given the dataset $(t_i, y_i)$ with absolute errors $\varepsilon_{y_i}$, I want to fit a weighted cubic function and get the errors on interpolated values $\hat{y}(t)$: $$ \hat{y}(t) = \sum^{3}_{j=0}...
ohshitgorillas's user avatar
1 vote
1 answer
62 views

Parameter uncertainty in curve fitting

My real problem has a much more complexity and a different function than following. However, for the sake of simplicity assume I have a data that can be described as a one dimensional Gaussian ...
MOON's user avatar
  • 173
1 vote
0 answers
39 views

Fitting uncertainty vs. bootstrap uncertainty

I'm currently working with some power law data of the form: $Y_i = \beta \times X_i ^{-\gamma} $ Where $Y_i$ are my measurements at point $X_i$. The uncertainty on $X_i$ is vanishingly small and can ...
AnImageAnalyst's user avatar
4 votes
1 answer
576 views

Uncertainty of the area of a Gaussian curve atop a linear background

I have some data from a counting-based spectroscopy experiment. Each data point is an (Energy, Rate) pair. One such data set looks like this: I choose to fit this data to a Gaussian curve plus a ...
BohemianTapestry's user avatar
0 votes
1 answer
40 views

Departure from uniformity histogram

Let us consider the histogram of a random variable. It is uniform up to a certain value $\bar{x}$, while beyond it a growth is present,as shown in the figure. I would like to obtain an estimate of the ...
Johnpiton's user avatar
0 votes
0 answers
102 views

What uncertainties to use when fitting a distribution model to binned sample data?

A common task is to fit to a sample of $N$ data $x_i$ (assumed 1D for the sake of argument) a model $p(x|a)$ (normalized to unit integral) for their distribution with some parameters $a$. One way is ...
Walter's user avatar
  • 101
2 votes
1 answer
1k views

How does one account for uncertainty in the independent variable when calculating the uncertainty of a fit

I am calibrating on sensor to another, measuring the same unit (temperature), over a range of values. The independent variable (accurate sensor) has a known uncertainty from a calibration sheet. I can ...
Jaco's user avatar
  • 23
0 votes
1 answer
69 views

Fixing coefficient with error for fit

Suppose I believe my data set {{x,y}} is well described by $y = a_2x^2+a_1x + a_0$ (or some more general function $f(x,a_0....a_n)$. I would like to carry out a fit to estimate the coefficients, and ...
NLambert's user avatar
  • 103
0 votes
0 answers
427 views

Fitting a curve knowing points uncertainty

I have a set of points X and Y that represent a curve. It is not a linear curve but a model I cannot estimate analitically. I know the uncertainy on Y (1 sigma) and there is no uncertainty on X. Due ...
froz's user avatar
  • 1
2 votes
0 answers
56 views

Uncertainty in calibration/curve-fitting parameters

Let me preface with saying I have an idea of a solution, but I am interested in other ones I am interested in the a way to quantify the uncertainty in a calibration/curve-fit parameter. For all ...
Justin Winokur's user avatar
1 vote
0 answers
110 views

How to improve uncertainties from fitting algorithm

I'm trying to fit some data (435 data points) to this equation: $$ \frac{1}{q^2}\sum_{k,l}^3\rho_k\rho_l\exp(-q^2(\sigma_k^2+\sigma_l^2)/2)\cos[q(d_k-d_l)] +bkg$$ where $q$ is the indipendent ...
DrManhattan's user avatar
3 votes
2 answers
550 views

Fitting distributions and comparing tails

Suppose I have some data points (0.6695, 0.5968, 0.7641, 0.7252, and 0.7779) and want to fit different distributions to this dataset, say, log-normal and log-t (with different df), and then compare ...
user9292's user avatar
  • 1,644
7 votes
1 answer
7k views

How to get a confidence interval on parameters that were fitted using multiple functions and datasets at once?

I use matlab a lot to fit functions to datasets. I then need to determine some kind of error estimate on the fitted parameters. Say I have a dataset of $N$ points which is given by the points $(x_i,...
romeovs's user avatar
  • 213