[SciPy-user] nonlinear fit with non uniform error?

massimo sandal massimo.sandal@unibo...
Thu Jun 21 07:31:24 CDT 2007

Matthieu Brucher ha scritto:
>     I guess you refer to the distribution of the error for *each single
>     point*, not the distribution of the average error in the dataset for
>     different points. In this case yes, it is Gaussian, so there should be
>     no problem.

> It is the distribution for all errors. If it is the same distribution 
> for all points, OK with least squares. If it is not, you have to scale 
> the points so that the errors follow the same gaussian law.

Sigh, there is some misunderstanding between us (surely due to my utter 

Imagine I have three data points, A B C.
Usually, if the error is uniform (on Y) can be:
Ay +/- 5
By +/- 5
Cy +/- 5

In my case it is:
Ay +/- 5
By +/- 7
Cy +/- 11

Now, the error in all those three cases behaves gaussianly, but with 
different widths.

1)Does this mean that least squares is NOT ok?
2)What does "rescaling" mean in this context?


Massimo Sandal
University of Bologna
Department of Biochemistry "G.Moruzzi"

snail mail:
Via Irnerio 48, 40126 Bologna, Italy


tel: +39-051-2094388
fax: +39-051-2094387
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