Linear fitting in physics experiments with errors

• I
Hello!

I have a question that maybe has to do more with Mathematics, but if you do experimental physics you find it quite often.

Let's assume that we want to measure two quantities x and y that we know that they relate to each other linearly. So we have a set of data points xi and yi, i=1,...,n, and we want to make a linear fit. According to the method of least squeares there exist formulas for a, b, where y=a+bx, and their errors da and db. These formulas, if I'm not wrong, are these in the following link: http://prntscr.com/iz15tk ( [ ] means sum)

But in the most common case, for each xi and yi value we have an error dxi and dyi, i =1,...,n respectively. In this case wich are the formulas about a, b, da, db? Of course these values shoud be different from the first case. I've searched on the internet but I couldn't find anything in this general case.

Do you have any ideas?
Thank you.

tnich
Homework Helper
Hello!

I have a question that maybe has to do more with Mathematics, but if you do experimental physics you find it quite often.

Let's assume that we want to measure two quantities x and y that we know that they relate to each other linearly. So we have a set of data points xi and yi, i=1,...,n, and we want to make a linear fit. According to the method of least squeares there exist formulas for a, b, where y=a+bx, and their errors da and db. These formulas, if I'm not wrong, are these in the following link: http://prntscr.com/iz15tk ( [ ] means sum)

But in the most common case, for each xi and yi value we have an error dxi and dyi, i =1,...,n respectively. In this case wich are the formulas about a, b, da, db? Of course these values shoud be different from the first case. I've searched on the internet but I couldn't find anything in this general case.

Do you have any ideas?
Thank you.
What you are looking for is called a Maximum Likelihood Estimator.

hilbert2