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From S├ębastien Brisard <>
Subject Re: [math] Deprecating
Date Fri, 04 May 2012 09:05:27 GMT
Hi Dimitri,
I think we agree on the two different concepts (sd of the parameters,
and confidence interval), and we also agree that the terminology in CM
should be precise.
For the moment, the formula for guessParametersErrors is
sqrt(chi^2 / dof * cov[i][i])
this is I believe the formula for the standard deviation on the parameters.

As far as I understood sqrt(cov[i][i]) is the half-width of the 68%
confidence interval.

I hope I got it correctly!

Now, do you call sigma the first or the second expression? I would
think the first expression should be called sigma, since it is truly a
standard deviation. But you are more used than I am to this kind of
statistical analyses.

I really want to carry out a new monte-carlo simulation with a small
number of dofs, so that the difference between the two fomulae will be
greater than observed at the moment.


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