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4.4The Real World
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4: Minimization
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The Derivative Method
Error Calculation from Expansion
When we are at a minimum,
and Equation (29) becomes
or remembering that the likelihood
Equation (31) is expected Gaussian form for
L
.
According to Section 3,
M
is just inverse of error matrix, i.e.,
where
estimate from minimizing
,
true parameters.
In particular, ``error''
in
is
and the other elements in
are the much forgotten correlation parameters.
Note that
, all other
, produces a
change of 1.
Geoffrey Fox
,
Northeast Parallel Architectures Center
at Syracuse University,
gcf@npac.syr.edu