Systematic errors in the maximum likelihood regression of Poisson count
data: introducing the overdispersed chi-square distribution
M. Bonamente. (2023)cite arxiv:2302.04011Comment: MNRAS accepted, MN-22-4879-MJ.R2.
Abstract
This paper presents a new method to estimate systematic errors in the
maximum-likelihood regression of count data. The method is applicable in
particular to X-ray spectra in situations where the Poisson log-likelihood, or
the Cash goodness-of-fit statistic, indicate a poor fit that is attributable to
overdispersion of the data. Overdispersion in Poisson data is treated as an
intrinsic model variance that can be estimated from the best-fit model, using
the maximum-likelihood Cmin statistic. The paper also studies the effects of
such systematic errors on the Delta C likelihood-ratio statistic, which can be
used to test for the presence of a nested model component in the regression of
Poisson count data. The paper introduces an overdispersed chi-square
distribution that results from the convolution of a chi-square distribution
that models the usual Delta C statistic, and a zero-mean Gaussian that models
the overdispersion in the data. This is proposed as the distribution of choice
for the Delta C statistic in the presence of systematic errors. The methods
presented in this paper are applied to XMM-Newton data of the quasar 1ES
1553+113 that were used to detect absorption lines from an intervening warm-hot
intergalactic medium (WHIM). This case study illustrates how systematic errors
can be estimated from the data, and their effect on the detection of a nested
component, such as an absorption line, with the Delta C statistic.
Description
Systematic errors in the maximum likelihood regression of Poisson count data: introducing the overdispersed chi-square distribution
%0 Generic
%1 bonamente2023systematic
%A Bonamente, M.
%D 2023
%K counts statistics
%T Systematic errors in the maximum likelihood regression of Poisson count
data: introducing the overdispersed chi-square distribution
%U http://arxiv.org/abs/2302.04011
%X This paper presents a new method to estimate systematic errors in the
maximum-likelihood regression of count data. The method is applicable in
particular to X-ray spectra in situations where the Poisson log-likelihood, or
the Cash goodness-of-fit statistic, indicate a poor fit that is attributable to
overdispersion of the data. Overdispersion in Poisson data is treated as an
intrinsic model variance that can be estimated from the best-fit model, using
the maximum-likelihood Cmin statistic. The paper also studies the effects of
such systematic errors on the Delta C likelihood-ratio statistic, which can be
used to test for the presence of a nested model component in the regression of
Poisson count data. The paper introduces an overdispersed chi-square
distribution that results from the convolution of a chi-square distribution
that models the usual Delta C statistic, and a zero-mean Gaussian that models
the overdispersion in the data. This is proposed as the distribution of choice
for the Delta C statistic in the presence of systematic errors. The methods
presented in this paper are applied to XMM-Newton data of the quasar 1ES
1553+113 that were used to detect absorption lines from an intervening warm-hot
intergalactic medium (WHIM). This case study illustrates how systematic errors
can be estimated from the data, and their effect on the detection of a nested
component, such as an absorption line, with the Delta C statistic.
@misc{bonamente2023systematic,
abstract = {This paper presents a new method to estimate systematic errors in the
maximum-likelihood regression of count data. The method is applicable in
particular to X-ray spectra in situations where the Poisson log-likelihood, or
the Cash goodness-of-fit statistic, indicate a poor fit that is attributable to
overdispersion of the data. Overdispersion in Poisson data is treated as an
intrinsic model variance that can be estimated from the best-fit model, using
the maximum-likelihood Cmin statistic. The paper also studies the effects of
such systematic errors on the Delta C likelihood-ratio statistic, which can be
used to test for the presence of a nested model component in the regression of
Poisson count data. The paper introduces an overdispersed chi-square
distribution that results from the convolution of a chi-square distribution
that models the usual Delta C statistic, and a zero-mean Gaussian that models
the overdispersion in the data. This is proposed as the distribution of choice
for the Delta C statistic in the presence of systematic errors. The methods
presented in this paper are applied to XMM-Newton data of the quasar 1ES
1553+113 that were used to detect absorption lines from an intervening warm-hot
intergalactic medium (WHIM). This case study illustrates how systematic errors
can be estimated from the data, and their effect on the detection of a nested
component, such as an absorption line, with the Delta C statistic.},
added-at = {2023-02-09T09:03:52.000+0100},
author = {Bonamente, M.},
biburl = {https://www.bibsonomy.org/bibtex/28c8d419e38cf12a54fe2eb88c06a0316/quark75},
description = {Systematic errors in the maximum likelihood regression of Poisson count data: introducing the overdispersed chi-square distribution},
interhash = {5381b2d1e4cbcf570c67a99dcc402802},
intrahash = {8c8d419e38cf12a54fe2eb88c06a0316},
keywords = {counts statistics},
note = {cite arxiv:2302.04011Comment: MNRAS accepted, MN-22-4879-MJ.R2},
timestamp = {2023-02-09T09:03:52.000+0100},
title = {Systematic errors in the maximum likelihood regression of Poisson count
data: introducing the overdispersed chi-square distribution},
url = {http://arxiv.org/abs/2302.04011},
year = 2023
}