# Questions tagged [error-propagation]

Methods for calculating errors of a function whose arguments have individual errors.

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### Least squares model selection criteria: standard error of point estimator vs variance of non-zero components in corresponding column of design matrix

I am performing ordinary least squares regression, and I would like some help with my model selection. One possible model is the following: The design matrix is denoted as $\mathbf Z$ and the vector ...
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### Weighted Least Squares vs Monte Carlo comparison

This is a copy of a question originally posted on stackoverflow I have an experimental dataset of the following values (y, x1, x2, w), where y is the measured quantity, x1 and x2 are the two ...
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### Error Propagation for Unbiased Means

I am reading through https://arxiv.org/pdf/1210.3781.pdf, and do not understand its derivation for propagation of errors with respect to means. According to the text, when trying to estimate a ...
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### How do I propagate correlated errors numerically?

I'm facing an error propagation problem in fitting some experimental data. I have measured several quantities, $m_i$, and I know from theory that $\sum_{i=0}^{n} m_i = 1$. Each of the $m_i$ has its ...
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### Propagation of Correlated Errors

Suppose I measure three values, a, b, and c. I know independently a+b+c = 1. a, b, and c all have some measurement error; i.e. you could have a = 0.5 +/- 0.1, b = 0.3 +/- 0.05 and c = 0.2 +/- 0.05. ...
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### Propagation of Uncertainties nonlinear case

Hello, I tried really hard to understand this page from a university script but I am lost. I would be very grateful if somebody could help me. To be more specific: How do I get the solution for A in ...
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### Scaled covariance for error calculation

I am trying to do some fits (linear fits) and I just discovered (I am new to statistics) that most fitting programs have a parameter that can turn on and off the covariance scaling (e.g. in Python ...
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### Error propagation of measurements in linear regression

I apologise in advance for not using the correct vocabulary. I have a set of independent measurements $p_i:=(x_i, y_i)$. Each point has a fixed uncertainty $\Delta_p:=(\Delta_x, \Delta_y)$ i.e. the ...