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 variances and covariances of the fitted parameters:
where
         
M-1
covariance matrix (inverse of M)
cov( pk, pl )
covariance between parameters pk and pl
var( pk )
variance of parameter pk
 
 
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