Curve fitting with variance

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yier Wang
yier Wang 2022-7-5
编辑： John D'Errico 2022-7-5
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
John D'Errico 2022-7-5
编辑：John D'Errico 2022-7-5
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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