A priori distributions from the principle of maximum entropy for the Monte Carlo unfolding of particle energy spectra

Monte Carlo spectrum unfolding requires an a priori probability distribution for drawing sample spectra from it at random. Such distributions are derived from the principle of maximum entropy, taking into account the information available in a variety of ways. The distribution which is most appropriate to the information in realistic situations - e.g. to measurement data together with their uncertainties, expressed by a covariance matrix - turns out to be a cut multivariate normal distribution with chi-square exponent and exhibiting a single essential Lagrange parameter only. This parameter can be calculated by the Monte Carlo method itself. (orig.)