English

A semi-analytical solution to the maximum likelihood fit of Poisson data to a linear model using the Cash statistic

Methodology 2020-09-18 v1 Instrumentation and Methods for Astrophysics

Abstract

[ABRIDGED] The Cash statistic, also known as the C stat, is commonly used for the analysis of low-count Poisson data, including data with null counts for certain values of the independent variable. The use of this statistic is especially attractive for low-count data that cannot be combined, or re-binned, without loss of resolution. This paper presents a new maximum-likelihood solution for the best-fit parameters of a linear model using the Poisson-based Cash statistic. The solution presented in this paper provides a new and simple method to measure the best-fit parameters of a linear model for any Poisson-based data, including data with null counts. In particular, the method enforces the requirement that the best-fit linear model be non-negative throughout the support of the independent variable. The method is summarized in a simple algorithm to fit Poisson counting data of any size and counting rate with a linear model, by-passing entirely the use of the traditional χ2\chi^2 statistic.

Keywords

Cite

@article{arxiv.2009.07915,
  title  = {A semi-analytical solution to the maximum likelihood fit of Poisson data to a linear model using the Cash statistic},
  author = {Massimiliano Bonamente and David Spence},
  journal= {arXiv preprint arXiv:2009.07915},
  year   = {2020}
}

Comments

Accepted for publication in the Journal of Applied Statistics. Python codes associated with this paper, including functions that can be customized for individual use, are available at: https://www.bonamente-statistics-data-analysis.com/home/cstat-linear-model