Hello everyone, I'm currently building the covariance matrix of a large dataset in order to calculate the Chi-Squared. The covariance matrix has this form:(adsbygoogle = window.adsbygoogle || []).push({});

\begin{bmatrix}

\sigma^2_{1, stat} + \sigma^2_{1, syst} & \rho_{12} \sigma_{1,syst} \sigma_{2, syst} & ... \\

\rho_{12} \sigma_{1,syst} \sigma_{2, syst} & \sigma^2_{2, stat} + \sigma^2_{2, syst} & ... \\

... & ... & ...

\end{bmatrix}

However, all my data points have asymmetrix uncertainties ([itex]d^{+ \sigma^+_n}_{- \sigma^-_n}[/itex]) where ([itex] \sigma^+_n \neq \sigma^-_n [/itex]).

How do I calculate the Chi-Squared in this case?

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# Covariance matrix with asymmetric uncertainties

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