A viable method for goodness-of-fit test in maximum likelihood fit

Feng Zhang; Yuan Ning Gao; Lei Huo

doi:10.1088/1674-1137/35/6/014

A viable method for goodness-of-fit test in maximum likelihood fit

Feng Zhang^*
, Yuan Ning Gao
, Lei Huo

^*Corresponding author for this work

School of Physics

Harbin Institute of Technology
Tsinghua University

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

A test statistic is proposed to perform the goodness-of-fit test in the unbinned maximum likelihood fit. Without using a detailed expression of the efficiency function, the test statistic is found to be strongly correlated with the maximum likelihood function if the efficiency function varies smoothly. We point out that the correlation coefficient can be estimated by the Monte Carlo technique. With the established method, two examples are given to illustrate the performance of the test statistic.

Original language	English
Pages (from-to)	580-584
Number of pages	5
Journal	Chinese Physics C
Volume	35
Issue number	6
DOIs	https://doi.org/10.1088/1674-1137/35/6/014
State	Published - Jun 2011

Keywords

Maximum likelihood fit
goodness-of-fit test
variance

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10.1088/1674-1137/35/6/014

Cite this

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title = "A viable method for goodness-of-fit test in maximum likelihood fit",

abstract = "A test statistic is proposed to perform the goodness-of-fit test in the unbinned maximum likelihood fit. Without using a detailed expression of the efficiency function, the test statistic is found to be strongly correlated with the maximum likelihood function if the efficiency function varies smoothly. We point out that the correlation coefficient can be estimated by the Monte Carlo technique. With the established method, two examples are given to illustrate the performance of the test statistic.",

keywords = "Maximum likelihood fit, goodness-of-fit test, variance",

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N2 - A test statistic is proposed to perform the goodness-of-fit test in the unbinned maximum likelihood fit. Without using a detailed expression of the efficiency function, the test statistic is found to be strongly correlated with the maximum likelihood function if the efficiency function varies smoothly. We point out that the correlation coefficient can be estimated by the Monte Carlo technique. With the established method, two examples are given to illustrate the performance of the test statistic.

AB - A test statistic is proposed to perform the goodness-of-fit test in the unbinned maximum likelihood fit. Without using a detailed expression of the efficiency function, the test statistic is found to be strongly correlated with the maximum likelihood function if the efficiency function varies smoothly. We point out that the correlation coefficient can be estimated by the Monte Carlo technique. With the established method, two examples are given to illustrate the performance of the test statistic.

KW - Maximum likelihood fit

KW - goodness-of-fit test

KW - variance

UR - https://www.scopus.com/pages/publications/79959216506

U2 - 10.1088/1674-1137/35/6/014

DO - 10.1088/1674-1137/35/6/014

M3 - 文章

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SP - 580

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JO - Chinese Physics C

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A viable method for goodness-of-fit test in maximum likelihood fit

Abstract

Keywords

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