You should not delete the function inside the loop.
See modified code below
Rene Brun
> ----------
> The code |
> -------------------------
>
> Double_t myfunction(Double_t *x, Double_t *par) // Fitting function.
> { .........................................}
>
> void fit()
> {
> ...................
>
FitFunc = new TF1("myfunction",myfunction,-10,20,2);
> for(int i=0;i<=200;i++) //*****> repeat fitting 200 times
> { ...................
>
> fpx = new TH1F("fpx","",BinNum, Xmin,Xmax);
>
> for(int j=0;j<1000;j++)
> fpx->Fill(....); //****> 1000 Monte Carlo Events
>
> FitFunc->SetParameters(0.5,0.1);
> FitFunc->SetParNames("Normalize","Most Probable");
> fpx->Fit("myfunction","r");
>
> delete fpx;
> }
delete FitFunc;
> }