Professional Documents
Culture Documents
Probability 101
Distributions
Curve Fitting
Implementation
Credits
Curve fitting
Ramkumar R
Probability 101
Distributions
Gaussian (Normal)
Chi-square
Curve Fitting
Introduction
Specific fits
Implementation
Credits
I Random variables
I Probability functions
I Discrete PMF
I CDF
FX (x) = Prob{X ≤ x} (1)
I PDF
fX (x) = F 0 (x) (2)
Moments
Gaussian (Normal)
(x − µ)2
1
fX (x) = √ exp − (3)
σ 2π 2σ 2
Chi-square PDF
k
X
Q= Xi2 (4)
i=1
(
1
2k/2 Γ(k/2)
x k/2 − 1 e −x/2 ; x ≥0
fQ (x; k) = (5)
0 ; x <0
where Xi ’s are normallly distributed random variables with 0 mean
and variance 1.
Chi-square CDF
Chi-square fitting
where
yi(t) = f (a1 , a2 , ..aM ) (12)
For models that are linear in the a’s, however, it turns out that the
probability distribution for different values of chi-square at its
minimum can nevertheless be derived analytically, and is the
chi-sqaure distribution for N-M degrees of freedom.
Ramkumar R Curve fitting
Outline
Probability 101
Distributions
Curve Fitting
Implementation
Credits
gnuplot
I Numerical Receipies in C
I The gnuplot manual
I Miscellanous books on elementary probability
I Presentation created using LATEX and Beamer
Presentation source code available on github.com/artagnon/curve-fitting