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Binomial Test for data with normally distributed messurement error

I have a series of measurements and I want to perform a binomial test to see if the chance of exceeding some value $a$ is less or equal to some $p_0$. The measurement has some error which is normally ...
Adrian 's user avatar
1 vote
1 answer
132 views

Calculate mean and standard deviation of the ratio of two dependent variables

I have an instrument of which I would like to understand the uncertainty on the measurements taken, so that every time that I perform a single measurement, I can apply the error obtained and therefore ...
s.cerioli's user avatar
  • 111
1 vote
2 answers
195 views

Definition of Uncertainity

I have some confusion regarding Measurement Uncertainty. In some books/articles it is defined wrt true value as "Uncertainty in the average of measurements is the range in which true value is ...
Govind Prajapat's user avatar
0 votes
0 answers
43 views

Calculate the average of absolute values of a measurement with a measurement error

I have a few parameters; each is measured imprecisely with a known but unique random measurement error. We can assume that the error is normally distributed, with mean 0 and known variance (different ...
rep_ho's user avatar
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10 votes
1 answer
527 views

How would one find the uncertainty in a mean if the data points themselves have zero-order uncertainty?

Sorry if this question is this community's equivalent of asking a chef how to boil water, but if you had a data set that consists of: [A±a, B±b, C±c, ..., N±n], where each value has a corresponding ...
Jacob Ivanov's user avatar
1 vote
1 answer
150 views

Hypothesis testing using samples with different measurement errors/intervals

Are there generalizations of common hypothesis tests (e.g. t-test, mann-whitney) that can take into account different confidences in the sample measurements? For example, if I have two sets of ...
tooty44's user avatar
  • 111
1 vote
0 answers
114 views

Combining uncertainties in replicate measurements

I recently got some Uranium–Thorium dates back from a lab. They are reported with a ±2σ uncertainty. Several of the measurements are replicates from the same specimen. That is, a few pieces from a ...
Alexander F. Wall's user avatar
0 votes
0 answers
28 views

When to use standard deviation versus standard error in linear error propagation

I have a question about linear error propagation. Let's say that I want to use an equation to calculate n, where n = (PV)/(RT) (eq.1) I only take one measurement of P, and one measurement of T, but I ...
Llatato's user avatar
2 votes
1 answer
762 views

How to compare two quantities with uncertainties?

I've got two instruments that measure one quantity. One of them is regarded to be more precise, therefore, I use this measurement as a reference. Then, I take two measurements of the same quantity ...
dowkie's user avatar
  • 21
2 votes
0 answers
155 views

Least square fit for data with uncertainty [closed]

I have a set of data $\{x_i,y_i\}$ that came from my measurement, so each of them has some uncertainty. I wonder is there a method to fit them using a model (like Gaussian), while taking care of those ...
IGY's user avatar
  • 121
1 vote
1 answer
119 views

Including Ground Truth Uncertainty in Measurement System

I think this might be a basic scenario but I still struggle to find an appropriate methodology for my problem. Consider the following scenario: There is a small moving object on an $xy$-millimeter-...
Raphael H.'s user avatar
0 votes
0 answers
614 views

Weighted least squares fit with measurement uncertainty

I work with geophysics and in my research, some processes are described by power laws $$k=\gamma v^{\alpha} u^{\beta}$$ To find the indices $(\alpha,\beta)$ the equation is rewritten as a logarithm ...
Enzo's user avatar
  • 1
2 votes
1 answer
1k views

Calculating uncertainties in low stats radioactive decay data (Poisson Distribution)

Info: I have a data set of radioactive decays in 15s (to clarify, each point is just the number of counts in the last 15s, as opposed to the cumulative number of decays - since there is 3s of the ...
Epideme's user avatar
  • 149
1 vote
0 answers
139 views

MLE like method for uncertain data

I have a rather basic question for which I could not find an answer for. I want to use a similar technique as Maximum Likelihood Estimator (MLE) or even MLE itself for data which has uncertainties for ...
zerz's user avatar
  • 51
18 votes
3 answers
1k views

Finding most likely permutation

[Hoping that this is the right Stackexchange site; inspired from a true story seen at work] Joe has a measuring instrument and $n$ objects to be measured (say, a scale and $n$ weights). He measures ...
GioMott's user avatar
  • 291
2 votes
2 answers
108 views

Is a statistically significant difference within analytical uncertainty still valid?

The isotopic analyses of two tissues across 50 specimens showed a mean difference of 0.12 ‰. A Wilcoxon signed-rank test for paired samples indicated this to be statistically significant (Z: -2.515, P ...
Sean Paul's user avatar
0 votes
0 answers
37 views

Ratios and proportions as predictors [duplicate]

I am interested in modeling a continuous variable (e.g., second language learners' English proficiency measured in TOEFL scores) as a function of a number of predictors some of which are continuous ...
Akira Murakami's user avatar
3 votes
2 answers
1k views

Including model uncertainty in non-linear least squares minimization

The problem I have experimental data $Y$ with heteroscedastic and normally distributed uncertainties characterized by covariance matrix $C_{exp}$. I want to fit the data using model $F(X, \beta)$ ...
Denis L's user avatar
  • 49
1 vote
0 answers
79 views

How to perform regression on data with uncertainty?

There are many resources for linear and polynomial regression, but I have not seen any material where the data comes with its own uncertainty as it appears in the real world. I have n data points, {...
user185597's user avatar
3 votes
1 answer
116 views

Uncertainty in measurement error

Imagine having a list of positions $\mathbf{x}$ and two different systems trying to estimate $\mathbf{x}$. One system is more precise than the other, and it will be used as ground truth. When ...
C. E.'s user avatar
  • 220
1 vote
0 answers
77 views

How to account for experimental errors when computing the derivative of a Gaussian process?

When applying Gaussian process regression upon training data, the covariance function can be generally given in the form: $\Sigma_{i,j} = k(x_i, x_j) + \sigma(x_i) \delta_{i,j}$, where $k$ is a ...
Mathews24's user avatar
  • 599
1 vote
1 answer
55 views

Reporting model uncertinty

I hope I'm using the right terms here. I've generated a statistical model (PLS regression) based on LWIR (8-10.5 micrometer) spectrum from some lab samples. This model predicts the concentration of a ...
user88484's user avatar
  • 227
0 votes
1 answer
1k views

Individual data point variance and covariance

In the paper, "Data analysis recipes: Fitting a model to data" (Hogg, Bovy, Lang), individual data point variances are found and used for subsequent statistical analysis. The data and corresponding ...
Username19's user avatar
2 votes
0 answers
1k views

Uncertainty of a least squares fit with uncertain data

I often find myself with questions that vary along this theme, but the internet is so full of simpler cases that I can never find what I'm looking for. So this question is two-fold: a) what's the ...
CharlieB's user avatar
  • 121
2 votes
0 answers
276 views

Uncertainty Calculation when measurements are subject to a constraint

I would like to know how to properly propagate the errors on measurements where I know a constraint on the sum of these measurements. Lets say I have a rod of length exactly 1 metre which I have drawn ...
James Fulton's user avatar
0 votes
1 answer
250 views

estimate uncertainty of experimental data

I evaporate atoms in a vacuum chamber and use a quartz crystal microbalance to measure the deposition rate. Specifically, I measure the resonance frequency of the quartz crystal and use that to ...
user161675's user avatar
0 votes
0 answers
55 views

Error implies uncertainty or uncertainty implies error?

Just a question in terms of context: Error implies uncertainty or uncertainty implies error ? Say for example, when you are not sure about your measurement ( i.e. have uncertainty) then you ...
Nizar's user avatar
  • 867
4 votes
1 answer
1k views

Detection Fraction from Counting Experiment: Poisson or Binomial Uncertainty?

Suppose I have 100 objects. I have some "detection criteria" such that I can tell you that 25/100 objects have been "detected." Therefore, my detection fraction is 25%. Now, I want to derive an error ...
quantumflash's user avatar
2 votes
0 answers
72 views

Type B uncertainties and statistical analysis

In the Guide to Uncertainty in Measurement (GUM), two classes of methods to evaluate uncertainties are distinguished : a type A evaluation is a statistical method, applicable when a set of ...
Georg Sievelson's user avatar
0 votes
0 answers
26 views

Find error on the inputs

Suppose that we have a model with an input and an output. The model is exact (no structural uncertainty). However there is an error in the output ( the error is detected from already given exact ...
Nizar's user avatar
  • 867
4 votes
1 answer
15k views

Calculating uncertainties for histogram bins of experimental data with known measurement errors

I have a set of experimental data (with each data-point having its own measured uncertainty), and I wish to produce a histogram of it. The x values of the edges of each bin are already defined. The ...
Bdawg N's user avatar
  • 43
7 votes
3 answers
2k views

What determines the precision of uncertainties?

What limits the precision with which you can describe the uncertainty of a measurement? I will describe two examples that feel qualitatively different, but I am not sure if they are quantitatively ...
Samuel's user avatar
  • 71
3 votes
1 answer
396 views

Errors vs measurement errors

I'm reading about how to fit a straight line with measurement errors in both coordinates ($x$ and $y$). Let the true unobserved variables be $x_{t,i}$ and $y_{t,i}$ and the observed variables be $x_i$...
aloha's user avatar
  • 460
21 votes
1 answer
42k 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} &...
Dang Khoa's user avatar
  • 381
7 votes
2 answers
807 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 ...
a different ben's user avatar