Uncertainty of fitted parameters
After the fit, also M, the inverse of the covariance matrix of the fitted parameters is computed:
Inverse of M (the covariance matrix) contains the
c
ovariances of the fitted parameters:
And
their
their
variances
where
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partial derivative of
Chi-squared
by fitted parameter p
k
M
-1
covariance matrix (inverse of M)
cov( p
k
, p
l
)
covariance between parameters p
k
and p
l
var( p
k
)
variance of parameter p
k
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