Return-Path: X-Original-To: apmail-commons-dev-archive@www.apache.org Delivered-To: apmail-commons-dev-archive@www.apache.org Received: from mail.apache.org (hermes.apache.org [140.211.11.3]) by minotaur.apache.org (Postfix) with SMTP id 7CE8EC0F9 for ; Fri, 4 May 2012 06:21:53 +0000 (UTC) Received: (qmail 95937 invoked by uid 500); 4 May 2012 06:21:53 -0000 Delivered-To: apmail-commons-dev-archive@commons.apache.org Received: (qmail 95578 invoked by uid 500); 4 May 2012 06:21:51 -0000 Mailing-List: contact dev-help@commons.apache.org; run by ezmlm Precedence: bulk List-Help: List-Unsubscribe: List-Post: List-Id: Reply-To: "Commons Developers List" Delivered-To: mailing list dev@commons.apache.org Received: (qmail 95559 invoked by uid 99); 4 May 2012 06:21:50 -0000 Received: from athena.apache.org (HELO athena.apache.org) (140.211.11.136) by apache.org (qpsmtpd/0.29) with ESMTP; Fri, 04 May 2012 06:21:50 +0000 X-ASF-Spam-Status: No, hits=-2.3 required=5.0 tests=RCVD_IN_DNSWL_MED,SPF_HELO_PASS,SPF_PASS X-Spam-Check-By: apache.org Received-SPF: pass (athena.apache.org: domain of SRS0=ed24=DI=m4x.org=sebastien.brisard@bounces.m4x.org designates 129.104.30.34 as permitted sender) Received: from [129.104.30.34] (HELO mx1.polytechnique.org) (129.104.30.34) by apache.org (qpsmtpd/0.29) with ESMTP; Fri, 04 May 2012 06:21:43 +0000 Received: from mail-ob0-f171.google.com (mail-ob0-f171.google.com [209.85.214.171]) (using TLSv1 with cipher RC4-SHA (128/128 bits)) (No client certificate requested) by ssl.polytechnique.org (Postfix) with ESMTPSA id 9F30B14045569 for ; Fri, 4 May 2012 08:21:20 +0200 (CEST) Received: by obfk16 with SMTP id k16so4859352obf.30 for ; Thu, 03 May 2012 23:21:19 -0700 (PDT) MIME-Version: 1.0 Received: by 10.50.193.199 with SMTP id hq7mr2192499igc.49.1336112479185; Thu, 03 May 2012 23:21:19 -0700 (PDT) Received: by 10.64.72.167 with HTTP; Thu, 3 May 2012 23:21:19 -0700 (PDT) In-Reply-To: References: <20120503214452.GK9599@dusk.harfang.homelinux.org> Date: Fri, 4 May 2012 08:21:19 +0200 Message-ID: Subject: Re: [math] Deprecating From: =?ISO-8859-1?Q?S=E9bastien_Brisard?= To: Commons Developers List Content-Type: text/plain; charset=ISO-8859-1 Content-Transfer-Encoding: quoted-printable X-AV-Checked: ClamAV using ClamSMTP at svoboda.polytechnique.org (Fri May 4 08:21:20 2012 +0200 (CEST)) X-Org-Mail: sebastien.brisard.1997@polytechnique.org X-Virus-Checked: Checked by ClamAV on apache.org X-Old-Spam-Flag: No, tests=bogofilter, spamicity=0.008184, queueID=E979214045571 Hi, attached to MATH-784 (https://issues.apache.org/jira/browse/MATH-784) is a Monte-Carlo simulation which might be used to explore this issue. For the time being, it confirms that * guessParametersErrors() indeed estimates the sd on the parameters, * the sqrt of the diagonal coefficients of the covariance matrix also provide a good estimate of these standard deviations, and also the 68% confidence interval (as announced in Numerical Recipes, 15.6). Although these values are very close, I do think they do not really have the same mathematical meaning. What remains to be explored * use observations which are not normally distributed (e.g. Poisson?), * use smaller sets of observations, which should emphasize the difference between guessParametersErrors() and the sqrt of the diagonal coefficients. Will do that later. S=E9bastien --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org For additional commands, e-mail: dev-help@commons.apache.org