Statistical Analysis - Maximum Likelihood Fit

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SUMMARY

The discussion focuses on performing an Unbinned Maximum Likelihood Fit using data from the DAMA experiment, which measures collisions with Weakly Interacting Massive Particles (WIMPs). The user outlines the use of a Poissonian probability distribution function for their likelihood function and discusses the steps to minimize the expression with respect to frequency and time offset. Key equations include the Poissonian PDF and the log likelihood function, with the user seeking clarification on their approach and the implications of unbinned data.

PREREQUISITES
  • Understanding of Poissonian probability distribution functions
  • Familiarity with likelihood functions and log likelihood calculations
  • Knowledge of statistical fitting techniques, particularly Maximum Likelihood Estimation
  • Basic concepts of periodic functions in the context of statistical modeling
NEXT STEPS
  • Study the implementation of Unbinned Maximum Likelihood Fits in statistical software like ROOT or R
  • Learn about the Chi-squared test and its application in fitting models to data
  • Explore the derivation and application of Poissonian distributions in unbinned data scenarios
  • Investigate periodic functions and their role in modeling time-dependent data in statistical analysis
USEFUL FOR

Researchers in particle physics, statisticians performing data analysis, and anyone involved in modeling collision events in experimental physics will benefit from this discussion.

knowlewj01
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Homework Statement



I have a set of data from the DAMA experiment in which a detector attempted to measure collisions with 'WIMP's [Weakly Interacting Massive Particles] as a candidate for dark matter. The detector records the time in days of a collision event. After binning the data and performing a Chi sqared test to a sine function I need to perform an 'Unbinned Maximum Likelihood Fit'.

As I understand the maximum likelehood fit is calculated using the probability distribution function (which i think is poissonian) for each data point.
After this I'm at a loss. Could anyone perhaps decribe the steps involved or even point me in the direction of a good guide to this test?

Thanks

Homework Equations



Poissonian PDF:

p(k,\lambda) = \frac{\lambda^k e^{-\lambda}}{k!}

k - observed # of events
λ - expected # of events

(However, Surely the data needs to be binned for a poissonian distribution to apply at all?)


The Attempt at a Solution

 
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Sorry, I don't think this was very clear. I have done some more reading:

My likelihood function L(λ) is poissonian:

f(k;\lambda)=\frac{e^{-\lambda}\lambda^k}{k!}

Log Likelihood function is:

L(\lambda)=ln\left(\Pi_{i}^{n} f(k_i;\lambda)\right)

Heres where i get a bit lost, I think my expected value λ should be a periodic function of the form:

\lambda_i(\omega,t_0;t_i)=cos(\omega[t_i-t_0])

The remaining steps (i think) are to substitute λ into the likelihood function and then to minimize the expression:

y=-2L(\lambda)

with respect to ω and t_0.

Does this sound right? Here's the expression i get:

L(\lambda)=-\Sigma_i^n cos(\omega[t_i - t_0]) + \Sigma_i^n k_i ln(cos(\omega[t_i - t_0]) - \Sigma_i^n ln(k_i !)

if my data is unbinned, what is my measured value (ki)? I don't think the detector records more than one count in a day, so could i make my effective bin size 1 day? this would eliminate the final term (as 0! = 1! = 1, and ln(1) = 0) giving:

L(\lambda)=-\Sigma_i^n cos(\omega[t_i - t_0]) + \Sigma_i^n k_i ln(cos(\omega[t_i - t_0])
(although this would disappear when minimizinag anyway)

after some rearranging and minimising with respect to omega i find:

\Sigma_i^n \frac{k_i}{cos(\omega[t_i-t_0])}=1

which implies:

\Sigma_i^n cos(\omega[t_i-t_0]) = 1

as k_i is only non zero when we observe a detection.

Does any of this look right? I've never done one of these before and examples of this type are difficult to find.

Thanks
 
Last edited:

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