Non-Gaussian Likelihood Function
Astrophysics
2007-05-23 v1
Abstract
We generalize the maximum likelihood method to non-Gaussian distribution functions by means of the multivariate Edgeworth expansion. We stress the potential interest of this technique in all those cosmological problems in which the determination of a non-Gaussian signature is relevant, e.g. in the analysis of large scale structure and cosmic microwave background. A first important result is that the asymptotic confidence limits on the parameters are systematically widened when the higher order correlation functions are positive, with respect to the Gaussian case.
Cite
@article{arxiv.astro-ph/9504029,
title = {Non-Gaussian Likelihood Function},
author = {Luca Amendola},
journal= {arXiv preprint arXiv:astro-ph/9504029},
year = {2007}
}
Comments
Latex, 20 pages, two figures a.o.r