Confidence interval for poor Chi squared fit

In summary: Therefore, in summary, it is possible to calculate the 1 sigma confidence interval on your best fit parameters using a Delta Chi-squared value of 2.
  • #1
nicknock
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I have a set of data that consists of about ~1000 data points, each of which has two measurements. I have a series of models with two parameters that I have fit to this data to find the best fitting pair of parameters. There is quite a spread around the best-fitting model, because none of the models are perfect, but this isn't because of the measurement errors, which are known.

Anyway, because the fit is bad, the reduced chi-squared value is much greater than 1. This is ok, its well known that the models aren't perfect. But, is it still possible to calculate the, say 1 sigma, confidence interval on my best fit, and if so, what is the value of Delta Chi-squared I use to calculate this interval when I vary my parameters?
 
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  • #2
The answer to your question is yes, it is still possible to calculate the 1 sigma confidence interval on your best fit parameters. The value of Delta Chi-squared that you would use is still 1. It is generally accepted that for a chi-squared statistic with n degrees of freedom, the 1 sigma confidence interval is defined by a change in chi-squared of n. In your case, since you have two parameters, the number of degrees of freedom is two, and so the 1 sigma confidence interval is defined by a change in chi-squared of 2.
 

1. What is a confidence interval for a poor Chi squared fit?

A confidence interval for a poor Chi squared fit is a range of values that is likely to contain the true value of the population parameter. It is calculated using the Chi squared test, which is used to determine if there is a significant difference between the observed and expected frequencies in a data set.

2. How is a confidence interval for a poor Chi squared fit calculated?

A confidence interval for a poor Chi squared fit is calculated using the formula: [χ2 - (χ2 * α/2), χ2 + (χ2 * α/2)], where χ2 is the Chi squared statistic and α is the chosen significance level. This formula assumes that the data follows a Chi squared distribution.

3. What does a confidence interval for a poor Chi squared fit tell us?

A confidence interval for a poor Chi squared fit tells us the range of values that are likely to contain the true value of the population parameter. It gives us an idea of the accuracy and precision of our estimate, and allows us to determine if the fit is significantly different from what we would expect by chance.

4. What does it mean if the confidence interval for a poor Chi squared fit includes zero?

If the confidence interval for a poor Chi squared fit includes zero, it means that the observed frequencies are not significantly different from the expected frequencies. This indicates that there is no significant relationship between the variables being studied.

5. How do we interpret the confidence level of a poor Chi squared fit?

The confidence level of a poor Chi squared fit represents the probability that the calculated confidence interval contains the true value of the population parameter. For example, a 95% confidence level means that if we were to repeat our study many times, 95% of the time the true value would fall within the calculated confidence interval.

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