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Propagation of Uncertainty
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High Quality Content by WIKIPEDIA articles! In statistics, propagation of error (or propagation of uncertainty) is the effect of variables' uncertainties (or errors) on the uncertainty of a function based on them. When the variables are the values of experimental measurements they have uncertainties due to measurement limitations (e.g. instrument precision) which propagate to the combination of variables in the function. The uncertainty is usually defined by the absolute error. Uncertainties can also be defined by the relative error ( x)/x, which is usually written as a percentage. Most commonly the error on a quantity, x, is given as the standard deviation, . Standard deviation is the positive square root of variance, 2. The value of a quantity and its error are often expressed as x ± x. If the statistical probability distribution of the variable is known or can be assumed, it is possible to derive confidence limits to describe the region within which the true value of the variable may be found. For example, the 68% confidence limits for a variable belonging to a normal distribution are ± one standard deviation from the value, that is, there is a 68% probability that the true value lies in the region x ± .
Weitere Informationen
- Allgemeine Informationen
- GTIN 09786130319212
- Editor Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken
- Sprache Englisch
- Größe H220mm x B150mm x T7mm
- Jahr 2009
- EAN 9786130319212
- Format Fachbuch
- ISBN 978-613-0-31921-2
- Titel Propagation of Uncertainty
- Untertitel Statistics, Variable Mathematics, Uncertainty, Observational Error, Approximation Error, Standard Deviation, Accuracy and Precision, Probability Distribution
- Gewicht 183g
- Herausgeber Betascript Publishers
- Anzahl Seiten 112
- Genre Mathematik
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