Journal
PHYSICAL REVIEW D
Volume 65, Issue 1, Pages -Publisher
AMERICAN PHYSICAL SOC
DOI: 10.1103/PhysRevD.65.014011
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When a large body of data from diverse experiments is analyzed using a theoretical model with many parameters, the standard error-matrix method and the general tools for evaluating errors may become inadequate. We present an iterative method that significantly improves the reliability of the error matrix calculation. To obtain even better estimates of the uncertainties on predictions of physical observables, we also present a Lagrange multiplier method that explores the entire parameter space and avoids the linear approximations assumed in conventional error propagation calculations. These methods are illustrated by an example from the global analysis of parton distribution functions.
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