Cauchy- (=Breit-Wigner-) distribution
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1 Cauchy- (=Breit-Wigner-) distribution Expectation value Width at half max standard deviation Resonance phenomena, Cauchy is Fourier transform (in frequency- = energy space) of the exponential distribution (in time t). Uncertainty relation: Resonancd width = h / lifetime
2 Finding signals Search for small resonance signal in large background. Using selection cuts (also applying multivariate methods): Maximize signal efficiency Minimize background If If evidence discovery If no evidence
3 Finding signals (2) Good upper limits when no signal candidates Good evidence, when as many as possible signal candidates Psychological bias? Limit area difficult and dangerous: Too low limits, too large first evidences. Optimisation by cuts must be reasonable! Should never be optimised on data. But on simulation before one has looked to real data. Way out: Blind analyses whereever possible.
4 Example: Signal? Cuts on additional variables 2 und 3: => Higher significance Fit: 3 σ significance. Evidence?
5 Example for a wrong evidence Truth: completely random Monte-Carlo distribution thus just statistical fluctuations. No correlations with other variables 2 and 3. Probability of 3 σ should be quite rare (<0.3%). Yes, but without a priori- models this is a search in many bins (and many histograms). Statistical fluctuations of other variables can be exploited through cuts to increase the significance of the signal.
6 Examples for wrong evidences
7 Examples for wrong evidences Already discovered: Splitting of a 2 meson Top quark around 70 GeV Substructure of W and Z Substructure of quarks Supersymmetry... Cold fusion Careful, especially when you you first read about it in the Washington Post. Also a confirmation of a second experiment is no 100% guarantee.
8 Do Pentaquarks exist (2004)? CLAS LEPS DIANA CLAS
9 Do Pentaquarks exist? SAPHIR γp nk + 0 K S M(nK + ) ZEUS HERMES
10 Do Pentaquarks exist? SVD 2 pa pk 0 S + X COSY TOF pp + Σ 0 pk S PDG 2004: Status ***
11 But Which mass? (LEPS) M Θ nk + How many Pentaquarks? JINR 0 nk + pk S 0 pk S 0 pk S
12 More Pentaquarks? charm double-strange ssddu NA49 a)ξ π ssdud + b)ξ π ssdud + c)ξ π ssddu + + d)ξ π D**? M ( Ξπ )
13 Many negative searches Despite intensive search nothing found in large experiments: ALEPH, DELPHI, L3, OPAL, CDF, BELLE, BABAR, BES, H1 in ZEUS-channel, ZEUS in H1-channel (but partly huge signals for established states) Attention Bayes-Theorem: Prior probability has changed! In exotic channels you should be very sure that it is not a statistical fluctuation before claiming a signal. For pentaquarks there are many new channels, masses unknown, danger of combinatorics My opinion 2004: P subjective (Pentaquark exists) <50% P subjective (all Pentaquarks exist) < 1% (I was almost killed for that opinion at that time, PDG **** rating) Today: P(Pentaquark exists) <0.01%
14 Historical developments I (PDG)
15 Historical developments II (PDG)
16 A recent example Dissertation Felix Wick (KIT, 2011) CDF Collaboration: Mass of orbitally excited c CLEO E687 ARGUS CDF 2 Candidates per 0.5 MeV/c Data Fit Function Λ c (2595) Λ c π π Λ c (2625) Λ c π π + N(Λ c (2595) ) N(Λ c (2625) ) 6200 Combinatorial + Λ + random π + π - c ++,0 Σ c (2455) + random π Sum of Backgrounds -, Mass(Λ c (2595) )-Mass(Λ c ) [MeV/c Much more statistics than previous experiments. More precise. + 2 ] (data - fit) fit Mass(pK - π + π + π )-Mass(pK π + ) [MeV/c - 2 ] But: Many sigma away from PDG value. Inconsistent!
17 2 Candidates per 0.5 MeV/c A recent example Dissertation Felix Wick (KIT, 2011), CDF Collaboration: Mass of orbitally excited c Simple Breit Wigner fit does not describe data well Data Fit Function Λ c (2595) Λ c π π Λ c (2625) Λ c π π Combinatorial + Λ + random π + π - c ++,0 Σ c (2455) + random π Sum of Backgrounds -,+ 2 Candidates per 0.5 MeV/c Complicated lineshape due to narrow subresonance thresholds on Dalitz plot necessary. Changes results! Data Fit Function Λ c (2595) Λ c π π Λ c (2625) Λ c π π + N(Λ c (2595) ) N(Λ c (2625) ) 6200 Combinatorial + Λ + random π + π - c ++,0 Σ c (2455) + random π Sum of Backgrounds -, (data - fit) fit Mass(pK - π + π + π )-Mass(pK π + ) [MeV/c - 2 ] Mass(pK - π + π + π )-Mass(pK π + ) [MeV/c (data - fit) fit ]
18 Einführung in die Datenanalyse: Parameterschätzung Prof. Dr. Michael Feindt Vorstandsmitglied CETA Institut für Experimentelle Kernphysik Universität Karlsruhe Herbstschule für Hochenergiephysik Kloster Maria Laach 2004 Einführung M. Feindt in Datenanalyse die Maria Laach 2004 Michael Feindt Feindt Maria Laach 2004
19 Parameter estimation (Fitting) Maximum Likelihood Least Squares Measurement
20 Parameter estimation with least squares Quadraten Several measurements y i with known variances i 2 Linear model with parameter vector a E(y) = A a Find best estimator for a and ist uncertainty. Least squares priciple: Minimize sum S of quadratic deviations between model and measurements. Solution: Derivatives
21 Linear least squares Linear equation system One unique solution Overconstrained equation system Try to find best compromise n-p degrees of freedom
22 Parameter estimation with least squares
23 Solution of linear optimisation problem
24 Dependence on measurement error (residual) distribution Straight line fit to 20 data points (ndf=20-2=18) Three different distribution functions, all mean 0, standard deviation=0.5
25 Parameter estimation with least squares Monte-Carlo tests: All parameter-distributions are Gaussian, with width compatible to expectation from error propagation (for both parameters)
26 Parameter estimation with least squares
27 Robust least squares Outlyers in data (z.b. typing error, wrong hits on a track...) can influence fitvery strongly (due to quadratic dependence) and can lead to completely nonsense solutions. Simple recipe for robustification: 1. Normal least squares fit, delivers residuals 2. Modify data through limitation of residuals to cσ. A good choice is c= Redo fit with pseudo-measurements instead of origina ones. There are other, robust loss-functions (z.b. Huber-funktion), but not any more analytically solvable.
28 2 Häufige Fehler bei χ - Minimierung
29 2 Häufige Fehler bei χ Minimierung (Forts.)
30 2 Vorsicht bei kleinen Zahlen! Soll-Resultat
31 2 Attention with small numbers!
32 Non linear least squares Often non-linear function f(x,a) appears in model. Then linearize this. For that you need good STARTING VALUES in order to perform a TAYLOR EXPANSION. After solution of liearized problem ITERATE to perform a Taylor expansion around the new solution. If iteration doesn t improve, shorten Change of solution vector. Converge criteria are needed.
33 Least squares with additional constraints Example: Kinematic fitting in 0 decay Measured: A priori knowledge: Photons stem from 0 decay. Constraint: Invariant mass m( ) = m ( 0 ) Change measured paramters such that constraints are exactly fulfilled and 2 is minimal. This can improve e.g. E( 0 ) resolution considerably
34 Least squares with constraints (2) Write conditions in form Solution by introduction of Lagrange multipliers and minimizsation of w.r.t. constraint is fulfilled
35 Maximum Likelihood Parameter Estimation Several independent measurements were performed. We have a model for the probability density with parameter vector a. Find best estimator for a and ist uncertainty. of a quantity
36 Maximum Likelihood Prinziple Likelihood function: Values of probability density for n independent measurements (product) to observe just the values x i is called likelihood function: It only depends on parameters a (measurements are fixed!) Maximum likelihood principle: The best estimator of a is the one maximizing the likelihood function
37 Maximum Likelihood in Practice Technical and theoretical reasons: Minimize (negative) logarithm of likelihood function Likelihood equation defines estimator Combination of several (uncorrelated) experiments is easy:
38 Maximum Likelihood-Error Estimation F(a) approximately quadratic around minimum First derivative approx linear, =0 at minimum Second derivative almost constant Standard deviation = 1 / curvature
39 Maximum Likelihood-- Applications binned maximum likelihood model-pdf in analytic form Often: model-pdf only known by Monte-Carlo need >10-fold MC- statistics in 1D: smooth MC-prediction or take into accound finite MC-statistics explicitely with the method of Barlow
40 Binomial distribution (1) When the success probability for a certain Bernoulli (yes or no) event is p, then the probability to achieve exactly k successes in n experiments is given by the binomial distribution: The factor is the number of combinations to select k elements from n different elements Expectation value Variance
41 Maximum Likelihood Fit for p of a binomial distribution A coin is thrown N times. What can be stated about the probability P to throw head? 0 trials: We dont know anything. p flat in [0,1]. 1. trial: head. Then probability of p(kopf)=0 is zero. N trials: p(head) distribution gets more precise, and Gaussian.
42 Maximum Likelihood H mit Bayes-Prior H N N
43 Maximum Likelihood binomial fit Probability distributions (2) Uncertainty gets smaller with
44 Maximum Likelihood binomial fit with different a priori assumptions Different a priori-annahmen: 1. p flat in [0,1]. 2. Coin is probably oky. Gaussian around Coin is probably manipulated, but I dont know in which direction. Most professional non-informative Bayesian prior (Jeffreys prior) for binomial likelihood: Beta(0.5,0.5)
45 Einführung in die Datenanalyse Michael Feindt Maria Laach 2004 Michael Feindt
46 Maximum Likelihood binomial fit with different a priori assumptions Influence of prior gets negligiable with more precise likelihood. Chooe vague priors (do not exclude anything!) for faster convergence (The narrow Gaussian here was worst!)
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