On 21 June 2013 19:45, Douglas Theobald <dtheob...@brandeis.edu> wrote:

>
> The current way of doing things is summarized by Ed's equation:
> Ispot-Iback=Iobs.  Here Ispot is the # of counts in the spot (the area
> encompassing the predicted reflection), and Iback is # of counts in the
> background (usu. some area around the spot).  Our job is to estimate the
> true intensity Itrue.  Ed and others argue that Iobs is a reasonable
> estimate of Itrue, but I say it isn't because Itrue can never be negative,
> whereas Iobs can.
>
> Now where does the Ispot-Iback=Iobs equation come from?  It implicitly
> assumes that both Iobs and Iback come from a Gaussian distribution, in
> which Iobs and Iback can have negative values.  Here's the implicit data
> model:
>
> Ispot = Iobs + Iback
>
> There is an Itrue, to which we add some Gaussian noise and randomly
> generate an Iobs.  To that is added some background noise, Iback, which is
> also randomly generated from a Gaussian with a "true" mean of Ibtrue.  This
> gives us the Ispot, the measured intensity in our spot.  Given this data
> model, Ispot will also have a Gaussian distribution, with mean equal to the
> sum of Itrue + Ibtrue.  From the properties of Gaussians, then, the ML
> estimate of Itrue will be Ispot-Iback, or Iobs.
>

Douglas, sorry I still disagree with your model.  Please note that I do
actually support your position, that Ispot-Iback is not the best estimate
of Itrue.  I stress that I am not arguing against this conclusion, merely
(!) with your data model, i.e. you are arriving at the correct conclusion
despite using the wrong model!  So I think it's worth clearing that up.

First off, I can assure you that there is no assumption, either implicit or
explicit, that Ispot and Iback come from a Gaussian distribution.  They are
both essentially measured photon counts (perhaps indirectly), so it is
logically impossible that they could ever be negative, even with any
experimental error you can imagine.  The concept of a photon counter
counting a negative number of photons is simply a logical impossibility (it
would be like counting the coins in your pocket and coming up with a
negative number, even allowing for mistakes in counting!).  This
immediately rules out the idea that they are Gaussian.  Photon counting
where the photons appear completely randomly in time (essentially as a
consequence of the Heisenberg Uncertainly Principle) obeys a Poisson
distribution.  In fact we routinely estimate the standard uncertainties of
Ispot & Iback on the basis that they are Poissonian, i.e. using var(count)
= count.  That is hardly a Gaussian assumption for the uncertainty!

Here is the correct data model: there is a true Ispot which is (or is
proportional to) the diffracted energy from the _sum_ of the Bragg
diffraction spot and the background under the spot (this is not the same as
Iback).  This energy ends up as individual photons being counted at the
detector (I know there's a complication that some detectors are not
actually photon counters, but the result is the same: you end up with a
photon count, or something proportional to it).  However photons are
indistinguishable (they do not carry labels telling us where they came
from), so quantum mechanics doesn't even allow us to talk about photons
coming from different places: all we see are indistinguishable photons
arriving at the detector and literally being counted.  Therefore the
estimated Ispot being the total number of photons counted from Bragg +
background has a Poisson distribution.  There will be some experimental
error associated with the random-in-time appearance of photons and also
instrumental errors (e.g we might simply fail to count some of the photons,
or we might count extra photons coming from somewhere else), but whatever
the source of the error there is no way that the measured count of photons
can ever be negative.

Now obviously we want to estimate the background under the spot but we
can't do that by looking at the spot itself (because the photons are
indistinguishable).  So completely independently of the Ispot measurement
we look at a nearby representative (hopefully!) area where there are no
Bragg spots and count that also: there is a true Iback associated with this
and our estimate of it from counting photons.  Again, being a photon count
it is also Poissonian and will have some experimental error associated with
it, but regardless of what the error is Iback, like Ispot, can never be
negative.

Now we have two Poissonian variables Ispot & Iback and traditionally we
perform the calculation Iobs = Ispot - Iback (whatever meaning you want to
attach to Iobs).  Provided Ispot and Iback are 'sufficiently' large numbers
a Poisson distribution can be approximated by a Gaussian with the same mean
and standard deviation, but with the proviso that the variate of this
approximate Gaussian can never be negative.  In fact you only need about 10
counts or more in _both_ Ispot and Iback for the approximation to be pretty
good.  (As an aside, 10 counts used to be a small number, nowadays
detectors are becoming much more sensitive and the backgrounds are now so
low that maybe the assumption that typical counts are > 10 is no longer
tenable.).  This of course means that the difference of 2 approximate
Gaussians is also an approximate Gaussian, with mean equal to the
difference of the means and variance equal to the sum of the variances.
Importantly, as a consequence of the experimental errors (including the
fact that Iback is probably not an accurate estimate of the background in
Ispot), this Gaussian _can_ have negative values of the variate.  F-W
indeed makes the explicit assumption that Ispot - Iback is Gaussian and
therefore can be negative.

Your observation that the sum of 2 (or indeed any number of) Poissons is
also Poissonian is of course completely correct (we can arbitrarily
separate the photons into any number of groups each of which is Poissonian,
and then adding the groups together at the end must give exactly the same
result as having kept the photons in a single group).  However this point
is irrelevant to the present discussion: we are not concerned with sums of
Poissonians, only differences.

Your previous statement that "the case when Iback>Ispot, where the Gaussian
approximation to the Poisson no longer holds" is not correct.  The Gaussian
approximation to the Poisson holds regardless of whether or not Iback >
Ispot: the only assumption is that _both_ Ispot and Iback are "sufficiently
large".

My point about integrated intensities being required for estimating the
Wilson distribution parameter in order to correct the intensities using F-W
was that it's easy to iterate inside a single program.  It's much harder to
iterate when it has to be done over several programs (in this case the
integration program, the sorting/scaling/outlier rejection/merging program
and the I->F conversion program), since not all the information required
may be available at the same time (this is essentially Phil's point).  Also
dealing with non-Gaussian values that would be generated by your algorithm
in the outlier rejection/merging program will be tricky, and probably would
require a radical overhaul of that program (a point I made previously).

Sorry this got so long, but I felt it was important that you start out with
the correct data model!

Cheers

-- Ian

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