Monday, July 9, 2012

1207.1446 (Martin Wiebusch)

Numerical Computation of p-values with myFitter    [PDF]

Martin Wiebusch
The computation of p-values in goodness-of-fit or likelihood ratio tests is often done with simple analytic formulae, even if the validity of these formulae is far from obvious. In particular, no simple formula exists for the comparison of models that are not nested, in the sense that one model can be obtained from the other by fixing some of its parameters. In this paper I present a strategy for efficient numerical computations of p-values, which works for both nested and non-nested models and does not rely on additional approximations. These ideas have been implemented in a publicly available C++ framework for maximum likelihood fits called myFitter and have recently been applied in a global analysis of the Standard Model with a fourth generation of fermions.
View original: http://arxiv.org/abs/1207.1446

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