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Least square fitting with one parameter less
Data Analysis, Statistics and Probability · Submitted 28 May 2015
abstract compiled · 2026-09-23 · no language-model review
The authors' main claim It is shown that whenever the multiplicative normalization of a fitting function is not known, least square fitting by $\chi^2$ minimization can be performed with one parameter less than usual by converting the normalization parameter into a function of the remaining parameters and the data.
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It is shown that whenever the multiplicative normalization of a fitting function is not known, least square fitting by $\chi^2$ minimization can be performed with one parameter less than usual by converting the normalization parameter into a function of the remaining parameters and the data.
background contribution method result interpretation main claim
| # | sentence | role | the authors' own work | states the main conclusion | strength |
|---|---|---|---|---|---|
| s0 | It is shown that whenever the multiplicative normalization of a fitting function is not known, least square fitting by $\chi^2$ minimization can be performed with one parameter less than usual by converting the normalization parameter into a function of the remaining parameters and the data. | contribution 0.67 | 0.81 | 0.93 | asserted 1.00 |
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Original abstract
It is shown that whenever the multiplicative normalization of a fitting function is not known, least square fitting by $\chi^2$ minimization can be performed with one parameter less than usual by converting the normalization parameter into a function of the remaining parameters and the data.
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This is done with an extension of the method of [ref] .
Asymptotic scaling and continuum limit of pure SU(3) lattice gauge theory · Analysis of the numerical data · 0.98
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