Curve fitting with variance
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How can I fit my data with variance of each data point? I know someone recommend using weight setting, but how? Since a large variance might corresponds to a large uncertainty, I can't simply use variance for weight. What is much more reasonable in terms of mathematics?
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John D'Errico
2022 年 7 月 5 日
編集済み: John D'Errico
2022 年 7 月 5 日
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Why cannot you just use variance for weight? In fact, that is essentially what you DO want to do. The weight on a data point will be the inverse of the square root of the variance. So a high variance translates to a low weight on that point. This is exactly what a weight is, and how it will be interpreted.
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2022 年 7 月 5 日
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