(6.51) |

where . We obtain in this case the following result:

(6.52) | |||

(6.53) |

With respect to the previous case, has a new term in the denominator. As long as this is negligible with respect to the individual variances we still get the weighted average , otherwise a smaller value is obtained. Calling the ratio between and , we obtain

(6.54) |

Written in this way, one can see that the deviation from the simple average value depends on the compatibility of the two values and on the normalization uncertainty. This can be understood in the following way: as soon as the two values are in some disagreement, the fit starts to vary the normalization factor (in a hidden way) and to squeeze the scale by an amount allowed by , in order to minimize the . The reason the fit prefers normalization factors smaller than 1 under these conditions lies in the standard formalism of the covariance propagation, where only first derivatives are considered. This implies that the individual standard deviations are not rescaled by lowering the normalization factor, but the points get closer.

**Example 1.**- Consider the results of two measurements, and , having a common normalization error. Assuming that the two measurements refer to the same physical quantity, the best estimate of its true value can be obtained by fitting the points to a constant. Minimizing with estimated empirically by the data, as explained in the previous section, one obtains a value of , which is surprising to say the least, since the most probable result is outside the interval determined by the two measured values.
**Example 2.**- A real life
case of this strange effect which occurred during
the global analysis of the ratio in
performed by The CELLO Collaboration[48],
is shown in
Fig. .
The data points represent the averages in
energy bins of the results of the PETRA and PEP experiments. They
are all correlated and
the bars show the
total uncertainty
(see Ref. [48] for details). In particular, at the
intermediate stage of the analysis shown in the figure, an
overall systematic error due theoretical uncertainties
was included in the covariance matrix.
The values above GeV
show the first hint of the rise of the
cross-section
due to the pole.
At that time it was
very interesting to prove that the observation was not
just a statistical fluctuation.
In order to test this, the
measurements were fitted with
a theoretical function having
__no__contributions, using only data below a certain energy. It was expected that a fast increase of per number of degrees of freedom would be observed above GeV, indicating that a theoretical prediction without would be inadequate for describing the high-energy data. The surprising result was a ``repulsion'' (see Fig. ) between the experimental data and the fit: Including the high-energy points with larger a lower curve was obtained, while remained almost constant.

Let us also consider the same expression when the individual standard deviations are not rescaled:

The use of always gives the result , because the term is harmless

Instead, the use of is equivalent to the covariance matrix: The same values of the minimum , of and of are obtained, and at the minimum turns out to be exactly the ratio defined above. This demonstrates that the effect happens when the data values are rescaled independently of their standard uncertainties. The effect can become huge if the data show mutual disagreement. The equality of the results obtained with with those obtained with the covariance matrix allows us to study, in a simpler way, the behaviour of (= ) when an arbitrary number of data points are analysed. The fitted value of the normalization factor is

(6.57) |

If the values of are consistent with a common true value it can be shown that the expected value of is

(6.58) |

Hence, there is a bias on the result when for a non-vanishing a large number of data points are fitted. In particular, the fit on average produces a bias larger than the normalization uncertainty itself if . One can also see that and the minimum of obtained with the covariance matrix or with are smaller by the same factor than those obtained with .