Non-gaussian likelihood function

We generalize the maximum likelihood method to non-Gaussian distribution functions by means of the multivariate Edgeworth expansion. We stress the potential interest of this technique in all those cosmological problems in which the determination of a non-Gaussian signature is relevant, e.g. in the a...

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Bibliographische Detailangaben
1. Verfasser: Amendola, Luca (VerfasserIn)
Dokumenttyp: Article (Journal) Kapitel/Artikel
Sprache:Englisch
Veröffentlicht: 1995
In: Arxiv

Online-Zugang:Verlag, kostenfrei, Volltext: http://arxiv.org/abs/astro-ph/9504029
Volltext
Verfasserangaben:Luca Amendola, Osservatorio Astronomico di Roma, Viale del Parco Mellini, 84, Rome 00136 - Italy
Beschreibung
Zusammenfassung:We generalize the maximum likelihood method to non-Gaussian distribution functions by means of the multivariate Edgeworth expansion. We stress the potential interest of this technique in all those cosmological problems in which the determination of a non-Gaussian signature is relevant, e.g. in the analysis of large scale structure and cosmic microwave background. A first important result is that the asymptotic confidence limits on the parameters are systematically widened when the higher order correlation functions are positive, with respect to the Gaussian case.
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