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
|