[SciPy-User] scipy.stats.fit inquiry

Anne Archibald peridot.faceted@gmail....
Tue Oct 20 10:13:55 CDT 2009

2009/10/20  <josef.pktd@gmail.com>:

> I never heard about the Cash statistic.

It's a clever trick for estimating uncertainties on fitted parameters;
you do some magic with the likelihood ratio and you get statistic that
behaves like chi-squared, apart from being exactly zero at your
best-fit value. So it's no use for esstimating quality-of-fit, but you
can use it to get error regions just the way you would if you'd had
Gaussian statistics and a chi-squared fit. (Cash 1979, "Parameter
estimation in astronomy through application of the likelihood ratio")

Incidentally, I have some code implementing the Kuiper test, a
modified K-S test that is sensitive to different aspects of the shape
of the distribution, and (more importantly for me) is invariant on
shifting a distribution or sample modulo 1. I haven't submitted it for
inclusion because the interface I used is a little different from that
used by scipy's K-S test, but if there's interest I'd be happy to
contribute it.


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