I am looking at the zfit tutorial, and seeing the comment about the likelihood with weight, (see attached image)
does anyone know if how the uncertainty is estimated in this case. How would the weight contribute here? Thanks in advance!
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A weighted likelihood is indeed not a "real likelihood" anymore, however, the point estimation at the maximum is still valid.
The method implemented in zfit is the "asymptotically correct approach"as described in Parameter uncertainties in weighted unbinned maximum likelihood fits.
It will be taken into account automatically if your dataset is weighted.
(since this info was missing in the hesse docs, it just got updated)
Mayou36
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