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arXiv · 1312.5622

Maximum-likelihood fits to histograms for improved parameter estimation

Joseph W. Fowler
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Abstract

Straightforward methods for adapting the familiar chi^2 statistic to histograms of discrete events and other Poisson distributed data generally yield biased estimates of the parameters of a model. The bias can be important even when the total number of events is large. For the case of estimating a microcalorimeter's energy resolution at 6 keV from the observed shape of the Mn K-alpha fluorescence spectrum, a poor choice of chi^2 can lead to biases of at least 10% in the estimated resolution when up to thousands of photons are observed. The best remedy is a Poisson maximum-likelihood fit, through a simple modification of the standard Levenberg-Marquardt algorithm for chi^2 minimization. Where the modification is not possible, another approach allows iterative approximation of the maximum-likelihood fit.

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Joseph W. Fowler. 2013-12-19. Maximum-likelihood fits to histograms for improved parameter estimation. https://doi.org/10.1007/s10909-014-1098-4

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