Timeline for Derivation of uncertainty propagation?
Current License: CC BY-SA 3.0
16 events
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| Apr 13, 2017 at 12:47 | history | edited | CommunityBot |
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| Jan 6, 2017 at 22:51 | answer | added | whuber♦ | timeline score: 4 | |
| Jun 13, 2016 at 23:35 | history | edited | Alexis | CC BY-SA 3.0 |
added 1 character in body; edited title
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| Jun 13, 2016 at 21:56 | comment | added | Massimo Ortolano | Error propagation and uncertainty propagation are not the same thing, especially in the GUM framework. | |
| Jun 13, 2016 at 21:51 | comment | added | user101588 | Here is a helpful link that gives the derivation of the "law of error propagation" a.k.a. "law of uncertainty propagation": <mathworld.wolfram.com/ErrorPropagation.html> Here is also a link to the multivariate Taylor expansion, which is used in the above. <math.ucdenver.edu/~esulliva/Calculus3/Taylor.pdf> | |
| May 7, 2014 at 17:41 | comment | added | Thomas | Yes. I am trying to find a reference for you that does a better job of explaining this than what I offered. | |
| May 7, 2014 at 15:04 | comment | added | nivag | @Thomas So, if I understand correctly for anything other than a linear function expanding the variance becomes quite hard. By using the Taylor expansion we simplify the equation into something solvable. Generally we only take the first term as higher terms become small (although not always). It all begins to make sense, thanks :). | |
| May 7, 2014 at 2:00 | history | edited | Glen_b | CC BY-SA 3.0 |
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| May 7, 2014 at 0:11 | history | edited | Glen_b | CC BY-SA 3.0 |
added fuller reference and link
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| May 6, 2014 at 16:59 | history | edited | whuber♦ | CC BY-SA 3.0 |
edited tags; improved formatting and mathematical notation.
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| May 6, 2014 at 15:52 | comment | added | Thomas | If X and Y are independent, Var(X+Y) = Var(X) + Var(Y). The variance is more complicated for a non-linear relationship, e.g., Var(XY). Using the first terms of the Taylor Series expansion of something like XY gives a linear function that is assumed to be a reasonable approximation in the region of interest. There is no guarantee that this is true and the GUM discusses the use of a second order Taylor Series approximation. | |
| May 6, 2014 at 14:35 | review | First posts | |||
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| May 6, 2014 at 14:35 | comment | added | nivag | @Alexis added a reference to the GUM. There is also a wikipedia page, en.wikipedia.org/wiki/Propagation_of_uncertainty. I also noticed I missed all the ^2 in the equation so I've corrected that too. | |
| May 6, 2014 at 14:32 | history | edited | nivag | CC BY-SA 3.0 |
added reference and corrected equation
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| May 6, 2014 at 14:26 | comment | added | Alexis | Can you give a citation or two for "the law of uncertainty propagation?" | |
| May 6, 2014 at 14:18 | history | asked | nivag | CC BY-SA 3.0 |