Error estimation for moment analysis in heavy-ion collision experiment

Higher moments of conserved quantities are predicted to be sensitive to the correlation length and connected to the thermodynamic susceptibility. Thus, higher moments of net-baryon, net-charge and net-strangeness have been extensively studied theoretically and experimentally to explore phase structure and bulk properties of QCD matters created in a heavy-ion collision experiment. As the higher moment analysis is a statistic hungry study, the error estimation is crucial to extract physics information from the limited experimental data. In this paper, we will derive the limit distributions and error formula based on the delta theorem in statistics for various order moments used in the experimental data analysis. The Monte Carlo simulation is also applied to test the error formula.