Non-Gaussian Chi-squared method with the multivariate Edgeworth expansion
Abstract
I present here a generalization of the maximum likelihood method and the method to the cases in which the data are {\it not} assumed to be Gaussian distributed. The method, based on the multivariate Edgeworth expansion, can find several astrophysical applications. I mention only two of them. First, in the microwave background analysis, where it cannot be excluded that the initial perturbations are non-Gaussian. Second, in the large scale structure statistics, as we already know that the galaxy distribution deviates from Gaussianity on the scales at which non-linearity is important. As a first interesting result I show here how the confidence regions are modified when non-Gaussianity is taken into account.
Cite
@article{arxiv.astro-ph/9810198,
title = {Non-Gaussian Chi-squared method with the multivariate Edgeworth expansion},
author = {Luca Amendola},
journal= {arXiv preprint arXiv:astro-ph/9810198},
year = {2007}
}
Comments
7 pages, 2 figures. This is a paper published in 1996 in the proceedings of an Italian meeting. Since the proceedings are hard to find, and I got some requests for this work, I decided to put it on the web, in its original form (updating the references)