We describe here the general mathematical approach to constructing
likelihoods for fitting observed spectra in one or more dimensions with
multiple sources, including the effects of systematic uncertainties represented
as nuisance parameters, when the likelihood is to be maximized with respect to
these parameters. We consider three types of nuisance parameters: simple
multiplicative factors, source spectra "morphing" parameters, and parameters
representing statistical uncertainties in the predicted source spectra.Comment: Presented at PHYSTAT 2011, CERN, Geneva, Switzerland, January 2011,
to be published in a CERN Yellow Repor