Re: [bug #23644] monte_carlo.error_analysis() does not update the mean value/expectation value from simulations -- June 15, 2015 - 15:34

On 15 June 2015 at 15:28, Troels Emtekær Linnet <tlinnet@xxxxxxxxxxxxx> wrote:
> Hi Edward.
>
> What do you think about this bug report?
>
> I added some figures, showing that the parameter values does not represent
> the expectation value of the Monte-Carlo simulation distribution.

Did you see my response at ...  Oh, it was not reply-to-all and it
went to the <NO-REPLY.INVALID-ADDRESS@xxxxxxx> email address only!  My
email from 3 hours ago was:

"""
This is actually the definition of Monte Carlo simulations.  The
parameter value is the optimised value and the parameter error is the
standard deviation of the back-calculated distribution.  There are two
opposite and very much related values which do not have a great
statistical meaning.  That is the mean of the back-calculated
distribution and the standard deviation of the non-back-calculated
distribution.  These are unused for good reason.  You can create the
non-back-calculated distribution by using the bootstrapping in relax -
the mean of this will equal the optimised parameter value, but the
standard deviation will not match the MC standard deviation.  I
suggest looking at the Numerical Recipes books as they have a great
diagram of the Monte Carlo simulation setup and how the parameter
value and error are calculated.
"""

Regards,

Edward