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...
Gespeichert in:
| 1. Verfasser: | |
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| Dokumenttyp: | Article (Journal) Kapitel/Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
1995
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| In: |
Arxiv
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| Online-Zugang: | Verlag, kostenfrei, Volltext: http://arxiv.org/abs/astro-ph/9504029
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| Verfasserangaben: | Luca Amendola, Osservatorio Astronomico di Roma, Viale del Parco Mellini, 84, Rome 00136 - Italy |
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| 520 | |a 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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