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Phys. Rev. Lett. 79, 3545–3548 (1997)

Analysis of Data from Continuous Probability Distributions

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Timothy E. Holy
Department of Physics, Princeton University, Princeton, New Jersey 08544

Received 18 June 1997; published in the issue dated 10 November 1997

Given a set of points drawn from an unknown continuous probability distribution, one often wishes to infer the underlying distribution. This distribution can be estimated using a simple scalar field theory. Fluctuations around the estimate are characterized by a robust measure of goodness of fit, analogous to the conventional χ2, whose distribution can also be calculated. The resulting method of data analysis has some advantages over conventional approaches.

© 1997 The American Physical Society

URL:
http://link.aps.org/doi/10.1103/PhysRevLett.79.3545
DOI:
10.1103/PhysRevLett.79.3545
PACS:
02.50.Fz, 02.50.Ey, 05.20.-y, 87.10.+e