  Parameter estimation via unbinned maximum likelihood fits is central for many
analyses performed in high energy physics. Unbinned maximum likelihood fits
using event weights, for example to statistically subtract background
contributions via the sPlot formalism, or to correct for acceptance effects,
have recently seen increasing use in the community. However, it is well known
that the naive approach to the estimation of parameter uncertainties via the
second derivative of the logarithmic likelihood does not yield confidence
intervals with the correct coverage in the presence of event weights. This
paper derives the asymptotically correct expressions and compares them with
several commonly used approaches for the determination of parameter
uncertainties, some of which are shown to not generally be asymptotically
correct. In addition, the effect of uncertainties on event weights is
discussed, including uncertainties that can arise from the presence of nuisance
parameters in the determination of sWeights.
