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Chi-squared distribution 2N
• N = number of degrees of freedom
• Computed using incomplete gamma function:
• Moments of 2 distribution:
f (x) =1
Γ(N / 2) 2N / 2 x(N / 2−1)e−x/2
Γ (1) = 1 Γ (1/ 2) = π
Γ (n) = (n −1)! Γ (α ) = (α −1)Γ (α −1)
e.g.Γ (3 / 2) = (1/ 2)Γ (1 / 2) = π / 2
N2 = N
σ 2 (χ N2 ) = 2N
Constructing 2 from Gaussians - 1
• Let G(0,1) be a normally-distributed random variable with zero mean and unit variance.
• For one degree of freedom:
• This means that:
12 = G2 (0,1)
P(χ 12 < a2 ) = P( G2 (0,1) < a)
0
0.2
0.4
0.6
0.8
1
-3 -2 -1 0 1 2 3 4 5
0.0
0.2
0.4
0.6
0.8
1.0
-3 -2 -1 0 1 2 3 4 5
-a a
G(0,1)
21
a2
i.e. The 2 distribution with 1 degreeof freedom is the same as the distribution of the square of asingle normally distributed quantity.
Constructing 2 from Gaussians - 2
• For two degrees of freedom:
• More generally:
• Example: Target practice!
• If X1 and X2 are normally distributed:
• i.e. R2 is distributed as chi-squared with 2 d.o.f
22 = χ 1
2 + χ 12
X1
X2
X1 ~ G(0,1) and X2 ~ G(0,1)
R2 =X12 + X2
2
⇒ R2 ~ 22
N+M2 = χ N
2 + χ M2
Data points with no error bars
• If the individual i are not known, how do we estimate for the parent distribution?
• Sample mean:
• Variance of parent distribution:
• By analogy, define sample variance:
• Is this an unbiased estimator, i.e. is <s2>=2?
X =1N
Xii=1
N
∑
2 (X) ≡ (X − X )2
s2 (X ) =1N
(Xi − X)2
i=1
N
∑
Estimating 2 – 1
• Express sample variance as:
• Use algebra of random variables to determine:
• Expand:
s2 (X) =A (Xi − X)2
i=1
N
∑
s2 =A (Xi − X)2
i=1
N
∑(Xi − X)2 = (Xi − X )−( X − X )[ ]
2
= (Xi − X )2 −2(Xi − X )( X − X ) + ( X − X )2
= 2 (Xi ) −2Cov(Xi , X) + 2 ( X)
= 2 −2 2
N+ 2
N
= 2 1−1N
⎛⎝⎜
⎞⎠⎟ = 2 N −1
N⎛⎝⎜
⎞⎠⎟
(Don’t worry,all will be revealed...)
Aside: what is Cov(Xi,X)?
Cov(Xi , X ) = (Xi − Xi )( X − X )
But note that: Xi = X = X
So shift coords to putX =0 and get:
Cov(Xi , X) = (Xi −0)( X −0)
= Xi
1N
Xkk∑ =
1N
Xi Xkk∑ =
1N
2
k∑ δ ik =
2
N
X
Xi
<X>
<Xi>
Estimating 2 – 2
• We now have
• For s2 to be an unbiased estimator for 2, need A=1/(N-1):
s2 =A 2 (N −1
Ni=1
N
∑ ) =A 2 (N −1)
s2 = 1N −1
(Xi − Xi=1
N
∑ )2
s2 = 2
<X>
Xi − X( )i=1
N
∑2
≈ N2( ) 2
Xi − X( )i=1
N
∑2
≈ N−12( ) 2
Xi − X( )i=1
N
∑2
=(N −1) 2
• If all observations Xi have similar errors :
• If we don’t know <X> use X instead:
• In this case we have N-1 degrees of freedom. Recall that:
• (since <2N>=N)
Degrees of freedom – 1
Degrees of freedom – 2
• Suppose we have just one data point. In this case N=1 and so:
• Generalising, if we fit N data points with a function A involving M parameters 1... M:
• The number of degrees of freedom is N-M.
Xi =X
Xi − X( )2 =σ 2
Xi −X ( )2 =0 – zero degrees of freedom!
Xi −A( v)( )
i=1
N
∑2
≈ N−M2( ) 2
Example: bias on CCD frames
obs2 =
Xi − X ( )2
s2i=1
N
∑
• Suppose you want to know whether the zero-exposure (bias) signal of a CCD is uniform over the whole image.
• First step: determine s2(X) over a few sub-regions of the frame.
• Second step: determine X over the whole frame.
• Third step: Compute
• In this case we have fitted a function with one parameter (i.e. the constant X), so M=1 and we expect < 2 > = N - 1
• Use 2N - 1 distribution to determine probability
that 2> 2obs