The uncertainty tag has no wiki summary.
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1answer
43 views
Modelling uncertainty with probability distributions
Suppose we’re building a system with certain qualities that we’re interested in, e.g. response time, battery usage, etc. Each of the system’s qualities depends on our decision about components we use ...
4
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1answer
99 views
Confidence error bars and “central point”: Should we emphasize the median?
Say I want to plot summary data with a point and a 95% confidence interval around that point. What should my point really be? Mean, mode, or median?
I know that mean = median for any symmetrical ...
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0answers
16 views
Covariance of function uncertainty, why (J^T)*S*J? [duplicate]
As I understand it; to get the uncertainty of a function that is based on some measurements, the derivative of this function with respect to this measurment has to be calculated, and multiplied by ...
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1answer
72 views
how to estimate CTR (ctr-click-through-rate)?
How many times should a banner be shown to estimate its click-through-rate (CTR)? For example, if a banner was shown $x$ times, and was clicked $y$ times.
$$\text{CTR} = \frac{y}{x}$$
How could I ...
0
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1answer
49 views
Mean of means -> error propagation or uncertainty or both?
my problem is as follows. I have a simulation of a neural network which creates activity patterns, learns them and then tries to retrieve previously learned patterns one by one. The performance of ...
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2answers
82 views
How to find +/- uncertainty with a least squares regression
I have a set of data points with an uncertainty on each point. From these data points I can fit a line, who's which the slope is a significant value. How do I use the information I have to get an ...
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0answers
41 views
How can I combine absolute and relative uncertainty components in an uncertainty budget?
I use Excel worksheets to calculate calibration uncertainty budgets as per our implementation of the ISO GUM. Our basic combined standard uncertainty $u_c$ is taken as the RSS of the terms ...
3
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1answer
68 views
Can someone explain this uncertainty estimation technique to me
I have been trying to understand a method of finding parameter uncertainties resulting from maximum likelihood estimation. Unfortunately the document I have is not in the public domain however I have ...
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0answers
17 views
Calculate a monthly uncertainty from an annual uncertainty
Given a normal distribution of annual mean values (sunny days per year), I know the P50 and the annual uncertainty.
Is there any method to calculate the monthly uncertainty? Thank you very much.
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2answers
151 views
Histogram of uncertain data
I have a set of values, each of these values has its own mean and variance. I want to be able to account for this variance when I plot the histogram of the means. Something like an error bar on the ...
4
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1answer
200 views
Can I convert a covariance matrix into uncertainties for variables?
I have a GPS unit that outputs a noise measurement via covariance matrix $\Sigma$:
$\Sigma = \left[\begin{matrix}
\sigma_{xx} & \sigma_{xy} & \sigma_{xz} \\ \sigma_{yx} & \sigma_{yy} ...
1
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1answer
122 views
Propagation of uncertainty through an average
I have a set of distance measurements that are all accurate to +/- 0.01 M.
{1.00,2.00,3,00}
We can obtain the distance moved ...
5
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3answers
139 views
What is the preferred way to give asymmetric uncertainties?
I have seen something like
$4.1^{+2.1}_{-1.5}$
or
$4.1 [+2.1, -1.5]$
but I would like to know, what is the preferred way or something like a standard in scientific work (especially in ...
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0answers
129 views
Linearity in local sensitivity analysis
As it is know local sensitivity analysis attempt to quantify the local impact of input factors on the model, through partial derivatives: a derivative of the outputs accordingly to the inputs, when ...
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0answers
37 views
Error analysis and measurement of uncertainty of the dimension reduction methods
I have got a problem of dimension reduction methods: how to do an error analysis and uncertainty measurement for the dimension reduction results?
For example, the Laplacian Eigenmaps method solves a ...
1
vote
1answer
51 views
Level of uncertainty when measuring a period of time?
I need to create a raw data table for my science experiment, but I'm unsure what the level of uncertainty would be when measuring days. How would I determine the level of uncertainty when measuring a ...
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1answer
261 views
How to determine calibration accuracy/uncertainty of a linear regression?
To determine organic carbon concentrations in a water solution from UV spectroscopy I made a calibration curve with known carbon concentrations and measured the UV absorbance. I used R for the data ...
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0answers
112 views
ANOVA with uncertain values - attempt to redefine node
I'm trying to do one-way ANOVA on uncertain (latent) input value YReal[i] (each input value is not exactly known, but it is given as normal distribution with mean ...
1
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1answer
55 views
Uncertainty modeling for samples
I have instances of data that are composed of 6 attributes. Each attribute takes values between 1-10. Any instance has a utility calculated by some utility function:
Example: {1,1,2,5,5,2} , utility ...
3
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2answers
245 views
Uncertainty and sensitivity analysis
I have the following problem:
Given inputs $x$ ($n$-dimensional vector) of scalars, ordered integers and
unordered integers (i.e., labels) and one or several outputs $y$, I would
like to ...
2
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2answers
223 views
Fitting distributions and comparing tails
Suppose I have some data points (0.6695, 0.5968, 0.7641, 0.7252, and 0.7779) and want to fit different distributions to this dataset, say, log-normal and log-t (with different df), and then compare ...
0
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1answer
70 views
Expected deviation and uncertainty for a number of environmental measurements
I have a couple of measurements for an environmental variable on different locations (7 measurement stations) as time series with averages for every year.
For the single locations I have calculated ...
1
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0answers
247 views
Uncertainty of extrapolation (curve fitting)
I have estimated (MC simulated) some probability values y, that each depends on a value of x between 0 and 1.
Say, for instance, that the vector x contains
$x_{1} = 0.1,\ \ x_2 = 0.2,\ \ x_3 = ...
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2answers
297 views
How best to communicate uncertainty?
A massive problem in communicating the results of statistical calculations to the media and to the public is how we communicate uncertainty. Certainly most mass media seems to like a hard and fast ...
4
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2answers
182 views
How do I handle measurement error in sparse data?
Under-educated non-statistician seeks short-term relationship for very one-sided benefit.
System in question involves rocks and physical properties. Modelling bits of the earth typically means few ...
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3answers
119 views
Learning measurement uncertainty; could not find any online resources
I'm currently writing a lab report on Atwood's machine, and the gist of it is that $a=a_{g}\tfrac{\left ( m_{2}-m_{1} \right )}{\left ( m_{2}+m_{1} \right )}$.
We're holding $\left (m_{2}+m_{1} ...
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0answers
49 views
Correlation of elevation data and elevation uncertainty as a function of range in a DEM
I would like to ask a question to experts on spatial statistics:
I have a gridded Digital Elevation Model (DEM) which provides terrain elevation (z) at cartesian coordinates (x,y). Together with the ...
2
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1answer
133 views
Correlation under uncertainty
I've got two sets of measurements whose uncertainty has been quantified: $x_1..x_n$ and $y_1..y_n$. For each $x_i$ and $y_i$, I have not only a point estimate but also an interval that expresses my ...
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0answers
89 views
Error amplification in linear regression with uncertainties in design matrix
I am running a least squares regression, and I am trying to estimate the uncertainty on the fit solution. The problem is, I have an uncertainty in my design matrix coefficients as well as in my ...
3
votes
1answer
928 views
How to get a confidence interval on parameters that were fitted using multiple functions and datasets at once?
I use matlab a lot to fit functions to datasets. I then need to determine some kind of error estimate on the fitted parameters.
Say I have a dataset of $N$ points which is given by the points ...
1
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1answer
287 views
Uncertainties on parameters from maximum likelihood fitting
I am trying to fit a model to binomially distributed data, which I have done via the maximum likelihood method. Normally I'm working with normally distributed data (or data which I can convince myself ...
4
votes
1answer
454 views
Estimating error from repeated measurements
Say we use a ruler to make a measurement of the width of a block of wood. We get some value like 4.2 +/- 0.1 cm, where the error is our estimated error of our ...
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64 views
Weighting datapoints by uncertainty - asymmetric CIs
I have several estimates obtained using different softwares, these programs give me an estimate as well as a 95% confidence interval. However, these CIs are not symmetric around my point estimates, ...
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4answers
861 views
Assumptions regarding bootstrap estimates of uncertainty
I appreciate the usefulness of the bootstrap in obtaining uncertainty estimates, but one thing that's always bothered me about it is that the distribution corresponding to those estimates is the ...
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1answer
128 views
What graphical methods are useful for visualising how uncertainties aggregate?
I have a set of systems where uncertainties accumulate within it. These aren't always purely additive - sometimes they are, sometimes they aren't. I've had some success in using fan-charts, bar charts ...
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2answers
338 views
Derivative of a linear model
Question
Is there such concept in econometrics/statistics as a derivative of parameter $\hat{b_{p}}$ in a linear model with respect to some observation $X_{ij}$?
By derivative I mean $\frac{\partial ...
2
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2answers
421 views
Estimating distribution parameters from few data points
Say I'm doing stats on the height of adults from various countries.
I assume the heights of adults from one country are normally distributed, and ignore sex differences (I also ignore the fact that ...
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0answers
211 views
What is the uncertainty when dividing 25 samples into 4 groups? [closed]
In brief, my question is: what is the uncertainty when I divide X data into Y groups?
In detail:
I have high-resolution count data which I've binned into hourly counts. The result is anything from ...
5
votes
3answers
428 views
Bayes' Theorem and Agresti-Coull: Will it blend?
I'd like to use Bayes' Theorem on data obtained through a small random sample, and I want to use Agresti-Coull (or any other alternative technique) to know how big the uncertainty is.
Here is Bayes' ...
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2answers
212 views
How to approximate measurement uncertainty?
At the moment I use standard deviation of the mean to estimate uncertainty:
where N is in hundreds and mean is a time series (monthly) mean. I
present it then like this: for each element (month) ...
