How good are your fits? Unbinned multivariate goodness-of-fit tests in high energy physics

Multivariate analyses play an important role in high energy physics. Such analyses often involve performing an unbinned maximum likelihood fit of a probability density function (p.d.f.) to the data. This paper explores a variety of unbinned methods for determining the goodness of fit of the p.d.f. to the data. The application and performance of each method is discussed in the context of a real-life high energy physics analysis (a Dalitz-plot analysis). Several of the methods presented in this paper can also be used for the non-parametric determination of whether two samples originate from the same parent p.d.f. This can be used, e.g., to determine the quality of a detector Monte Carlo simulation without the need for a parametric expression of the efficiency.