sample variance fitting

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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 Presentation

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1

Sample variance fitting

π‘₯2 π‘₯3π‘₯4 π‘₯5

π‘₯1

π‘₯

𝑦 (π‘₯ )

πœ’2 (⋆ )=𝛿 𝑦1

2 (⋆ )π‘ π‘š1

2 (⋆ )+𝛿 𝑦2

2 (⋆ )π‘ π‘š 2

2 (⋆ )+β‹―+

𝛿 𝑦𝑀2 (⋆ )

π‘ π‘šπ‘€

2 (⋆ )

min𝑃𝐴𝑅𝐴𝑀𝑆

πœ’2 (⋆ )βˆΌπ‘€βˆ’π‘ 𝑃𝐴𝑅𝐴𝑀

π‘₯2 π‘₯3π‘₯4 π‘₯5

π‘₯1

2

Comparing data to a priori distributions

π‘₯

𝑦 (π‘₯ )

πœ’2 (⋆ )π‘₯2 π‘₯3π‘₯4 π‘₯5

π‘₯1

3

Comparing data to a priori distributions

π‘₯

𝑦 (π‘₯ )

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 (⋆ ) ,β‹― )=𝑃1 (𝛿𝑦1 (⋆ ) ) βˆ™π‘ƒ2 (𝛿 𝑦 2 (⋆ ) )β‹―

⟨ πœ’2 ⟩=𝑀

ΒΏ 1(2πœ‹ )𝑀 /2𝜎1𝜎2β‹―

exp [βˆ’ 12 ( 𝛿 𝑦12 (⋆ )𝜎12 +

𝛿𝑦 22 (⋆ )𝜎22 +β‹―+

𝛿𝑦𝑀2 (⋆ )πœŽπ‘€2 )]

4

Sample variance fitting

π‘₯

𝑦 (π‘₯ )

π‘₯2 π‘₯3π‘₯4 π‘₯5

π‘₯1

π‘₯

𝑦 (π‘₯ )2) Vertical offset y0

Example parameters1) Horizontal stretch x1/2

5

Sample variance fitting

π‘₯

𝑦 (π‘₯ )

π‘₯2 π‘₯3π‘₯4 π‘₯5

π‘₯1

π‘₯

𝑦 (π‘₯ )

𝑃 (𝛿 𝑦1 (⋆ ) , 𝛿𝑦 2 (⋆ ) ,β‹― )∼ 1

(2πœ‹ )𝑀 /2π‘ π‘š1π‘ π‘š2

β‹―exp [βˆ’ 12 (𝛿 𝑦1

2 (⋆ )π‘ π‘š1

2 (⋆ )+𝛿 𝑦2

2 (⋆ )π‘ π‘š2

2 (⋆ )+β‹―+

𝛿 𝑦𝑀2 (⋆ )

π‘ π‘šπ‘€

2 (⋆ ) )]

Example parameters

Adjust parameters to maximize β€œprobability”, i.e. minimize

2) Vertical offset y0

1) Horizontal stretch x1/2

Adjust parameters to maximize β€œprobability”, i.e. minimize

Adjust parameters to maximize β€œprobability”, i.e. minimize

6

Sample variance fitting

π‘₯

𝑦 (π‘₯ )

𝑃 (𝛿 𝑦1 (⋆ ) , 𝛿𝑦 2 (⋆ ) ,β‹― )∼ 1

(2πœ‹ )𝑀 /2π‘ π‘š1π‘ π‘š2

β‹―exp [βˆ’ 12 (𝛿 𝑦1

2 (⋆ )π‘ π‘š1

2 (⋆ )+𝛿 𝑦2

2 (⋆ )π‘ π‘š2

2 (⋆ )+β‹―+

𝛿 𝑦𝑀2 (⋆ )

π‘ π‘šπ‘€

2 (⋆ ) )]

π‘₯2 π‘₯3π‘₯4 π‘₯5

π‘₯1

π‘₯

𝑦 (π‘₯ )

Example parameters

2) Vertical offset y0

1) Horizontal stretch x1/2

π‘₯

𝑦 (π‘₯ )Big dysc2 big

π‘₯

𝑦 (π‘₯ )Big dysc2 big

π‘₯

𝑦 (π‘₯ )Small dysc2 small

7

Sample variance fitting

π‘₯

𝑦 (π‘₯ )

π‘₯2 π‘₯3π‘₯4 π‘₯5

π‘₯1

π‘₯

𝑦 (π‘₯ )

Adjust parameters to maximize β€œprobability”, i.e. minimize

min𝑃𝐴𝑅𝐴𝑀𝑆

πœ’2 (⋆ )

π‘₯1 /2 (⋆ )±𝑠π‘₯1/2 (⋆ )𝑦 0 (⋆ )Β± 𝑠𝑦0 (⋆ )

𝑃 (𝛿 𝑦1 (⋆ ) , 𝛿𝑦 2 (⋆ ) ,β‹― )∼ 1

(2πœ‹ )𝑀 /2π‘ π‘š1π‘ π‘š2

β‹―exp [βˆ’ 12 (𝛿 𝑦1

2 (⋆ )π‘ π‘š1

2 (⋆ )+𝛿 𝑦2

2 (⋆ )π‘ π‘š2

2 (⋆ )+β‹―+

𝛿 𝑦𝑀2 (⋆ )

π‘ π‘šπ‘€

2 (⋆ ) )]

𝑠π‘₯1 /2(⋆ )=√ [π‘₯1/2 (⋆+βˆ†β‹†1 )βˆ’π‘₯1/2 (⋆ ) ]2+β‹―

8

Sample variance fitting

π‘₯2 π‘₯3π‘₯4 π‘₯5

π‘₯1

π‘₯

𝑦 (π‘₯ )

Adjust parameters to maximize β€œprobability”, i.e. minimize

π‘₯1 /2 (⋆ )±𝑠π‘₯1/2 (⋆ )𝑦 0 (⋆ )Β± 𝑠𝑦0 (⋆ )

IF the fitting curve can be adjusted to be β€œcorrect,”

min𝑃𝐴𝑅𝐴𝑀𝑆

πœ’ 2 (⋆ )  

𝜈  βˆΌ1

⟨ min𝑃𝐴𝑅𝐴𝑀𝑆

πœ’ 2 (⋆ )   βŸ©β‹†=𝑀 βˆ’π‘ 𝑃𝐴𝑅𝐴𝑀

min𝑃𝐴𝑅𝐴𝑀𝑆

πœ’2 (∎ ) min𝑃𝐴𝑅𝐴𝑀𝑆

πœ’2 (Ξ” )  

𝜈

min𝑃𝐴𝑅𝐴𝑀𝑆

πœ’2 (⋆ )

𝑃 (𝛿 𝑦1 (⋆ ) , 𝛿𝑦 2 (⋆ ) ,β‹― )∼ 1

(2πœ‹ )𝑀 /2π‘ π‘š1π‘ π‘š2

β‹―exp [βˆ’ 12 (𝛿 𝑦1

2 (⋆ )π‘ π‘š1

2 (⋆ )+𝛿 𝑦2

2 (⋆ )π‘ π‘š2

2 (⋆ )+β‹―+

𝛿 𝑦𝑀2 (⋆ )

π‘ π‘šπ‘€

2 (⋆ ) )]

9

Sample variance fitting

𝑃 (𝛿 𝑦1 (⋆ ) , 𝛿𝑦 2 (⋆ ) ,β‹― )∼ 1

(2πœ‹ )𝑀 /2π‘ π‘š1π‘ π‘š2

β‹―exp [βˆ’ 12 (𝛿 𝑦1

2 (⋆ )π‘ π‘š1

2 (⋆ )+𝛿 𝑦2

2 (⋆ )π‘ π‘š2

2 (⋆ )+β‹―+

𝛿 𝑦𝑀2 (⋆ )

π‘ π‘šπ‘€

2 (⋆ ) )]

π‘₯2 π‘₯3π‘₯4 π‘₯5

π‘₯1

π‘₯

𝑦 (π‘₯ )

min𝑃𝐴𝑅𝐴𝑀𝑆

πœ’2 (⋆ )

π‘₯1 /2 (⋆ )±𝑠π‘₯1/2 (⋆ )𝑦 0 (⋆ )Β± 𝑠𝑦0 (⋆ )

1) Measure individual samples to construct sample means and standard errors at various x

2) Justify fitting function and parameters.

min𝑃𝐴𝑅𝐴𝑀𝑆

πœ’ 2 (⋆ )  

𝜈∼13) Is ?

4) Do normalized residuals look plausibly like random noise?

5) IF pass QC, report

π‘₯

𝛿 𝑦 𝑖 (⋆ )π‘ π‘šπ‘–

1

-1

0

( )

min𝑃𝐴𝑅𝐴𝑀𝑆

πœ’2 (⋆ )

πœ’2 (⋆ )

π‘₯

𝑦 (π‘₯ )Big dysc2 big

π‘₯

𝑦 (π‘₯ )Big dysc2 big

π‘₯

𝑦 (π‘₯ )Small dysc2 small

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