Lecture 12. Method of least squares

Statistical Data Analysis

Dmitry V. Naumov (JINR)

Draft Outline

• TODO: weighted least squares and chi-square fit
• TODO: linear and non-linear models
• TODO: goodness-of-fit diagnostics

Exercises

Exercise

Show that the likelihood for a Poisson count \(n\) with expectation \(\mu\) is \[ L(\mu)=\frac{\mu^n e^{-\mu}}{n!}. \]