For questions on propagation of errors.

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5
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1answer
539 views

Multiplication and division of values with geometric standard deviation

What is the geometric standard deviation of a value, which is the result of dividing two independent values, each of which has its own geometric standard deviation ? It is a frequent situation in ...
2
votes
1answer
33 views

Relative Error $\frac{x-x_0}{x}$

According to many definitions I've seen the relative error is defined by $$E = \frac{x-x_0}{x}$$ where $x$ is the "true" value. But some people use instead $$\frac{x-x_0}{x_0}. $$ Is this incorrect? ...
2
votes
1answer
54 views

Help in Measuring Error on Estimates of Differential Equations

I am working on a project for class where I have to estimate the solutions to a damped harmonic oscillator ($x''+2 \gamma x'+ \omega^2 x=0$) and compare three methods for doing so (Third Order ...
1
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1answer
23 views

Error Propagation

I hope I am right in this section. I am unsure with error propagation. When calculation the error in a titration, many errors has to be taken into account: Error in Glassware/ Error in Balance/ ...
1
vote
1answer
32 views

Error propagation of complex quantity in polar coordinates?

Suppose I have a complex number $C = \left | C \right | e^{i\phi}$ where | | denotes modulus and $\phi$ is the phase angle. Now, I know the error in the modulus, $\delta |C|$ and error in the phase, ...
1
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1answer
29 views

Standard Error for Weighted Values

I want to calculate the standard error for an experimental measurement. The data is stored as a 2D image which is circularly symmetric about a center point. To reduce the data we radially integrate ...
1
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1answer
159 views

How is statistical uncertainty calculated for the modulus function?

I know it's an unusual function to calculate an uncertainty for, but I haven't been able to figure out a reasonable means for calculating derivatives for it to do so myself. I know modular arithmetic ...
0
votes
1answer
22 views

Estimating errors from optimization? (Genetic algorithm or otherwise)

I have a vector of observations $\vec x_{\text{obs}}$ that have been measured with known uncertainties $\vec \sigma_{x}$. I have a model $f$ that takes parameters $\vec \theta$ and produces values ...
0
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1answer
14 views

How to estimate the error on the position of the point x where y is maximal in quadratic relationships?

I would like to estimate the elevation at which species richness is expected to be maximal. The relationships between species richness ($y$) and elevation ($x$) follows a second order polynomial ...
0
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1answer
38 views

Statistical methods in experiments

I'm currently facing a huge problem in manipulating raw data from an experiment. Suppose I have the set of data: $$T_1=6.12 \pm 0.001s,\\ T_2=4.90875 \pm 0.001s, \\ T_3=3.9 \pm 0.001s, \\ T_4=3.69 ...
2
votes
0answers
145 views

Accuracy of distance and bearing between GPS locations

I'm writing on an Android app that tracks the distance and bearing between two GPS location (each from a different device). Finding the mean distance and angle between the devices is quite easy, and ...
2
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0answers
53 views

Show that $\displaystyle\sum_{i=0}^{N-1}|\epsilon_i|\to0, N\to\infty$

Let $I_o=[t_0,t_0+T]\subset\mathbb R, T>0$, If $f\in C^0(I_0\times\mathbb R,\mathbb R)$ and satisfies the Lipschitz condition: $\forall t\in I_0, \forall y,y^{*}\in\mathbb ...
2
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0answers
40 views

Yacov Perelman Nepero game

This is my first question, so sorry if I'll make any mistake in using the site formatting. I found this game on a book by Yacov Perelman and I thought it could be nice to introduce Nepero number to ...
2
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0answers
226 views

Problem Condition and Algorithm Stability

Consider 2 mathematical problems: $$ f_1(x) = a - x \\ f_2(x) = e^x -1 $$ The condition number for a function is defined as follows: $$ k(f) = \left| x \cdot \frac{f'}{f} \right| $$ Lets analyze ...
1
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0answers
42 views

Error in distance between points in spherical coordinates

I have two points with spherical coordinates: $a=(r_1,\theta_1,\phi_1)$ and $b=(r_2,\theta_2,\phi_2)$. The cartesian coordinates of the points are: $$ (r_i \cos\theta_i \cos\phi_i, r_i \cos\theta_i ...
1
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0answers
12 views

Do theorems involving chaotic mappings hold in a finite precision context?

Chaotic mappings are known as highly sensitive to their initial state. It is well known that the first type of Chebyshev polynomials is chaotic, e.g. this. This mapping is defined recursively as ...
1
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0answers
51 views

Calculating percentage error for sums when there aren't absolute values?

So, let's say that I measured the lengths of two objects which measured 20 mm and 30 mm. I used the same ruler for both measurements and it has an absolute error of ±1 mm. If I wanted to calculate ...
1
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0answers
18 views

To what set do measured values belong?

This question is more conceptual than practical. It seems that when we apply mathematics to measured values, we treat them like real numbers. When measured values take error into account using ± ...
1
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0answers
31 views

Calculating absolute error. Teacher distributes the abs value signs.

Ill illustrate my confusion with an example: It can be shown, assuming $E_xE_y=0$ that the error in an arithmetical multiplication will be: $E_{xy}=xE_y+yE_x+\mu$ Where $\mu$ is the so called ...
1
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0answers
29 views

Uncertainty in distance from uncertainty in coordinates

I know this is basic, but I've managed to get myself confused. So, I have an object at location $(x,y,z)$ with uncertainty in the location of $(\delta x, \delta y, \delta z)$. What is the ...
1
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0answers
47 views

Is the Taylor Expansion a good approximation

Say I use a computer to sum the first 26 terms of $e^{-5}$ (degree 25), will this taylor expansion provide a good approximation? It summed to $.0067$ To me this seems like a good approximation, but I ...
1
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0answers
20 views

Link between total diffential and error caculation?

I earlier asked this question Error propagation, why use variences?. And am now slightly confused about the link between error propagation and total diffentials. As mentioned in the linked question, ...
1
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0answers
41 views

Accounting for drop-outs in clinical trials

'Physical Therapy Review' [Intention to treat analysis, compliance, drop-outs and how to deal with missing data in clinical research: a review Susan Armijo-Olivo, Sharon Warren and David Magee Faculty ...
1
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0answers
101 views

Expand $\int_{-1}^0 e^{a\cos{\theta}}J_0(b\sin{\theta})\,d\cos{\theta}$ in spherical harmonics.

I want to solve the integral (a probability density function) $$ g(\gamma)=\int_{-1}^0 e^{-f\cos{\theta}\cos{\gamma}}J_0(-if\sin{\theta}\sin{\gamma})\,d\cos{\theta} $$ numerically, everything is ...
1
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0answers
62 views

Propagation of variance/covariance for $L_1$ Estimator with no analytic solution

This is my first question on Math Exchange so my apologies if it does not initially fit the format. I have a problem where I'd like to calculate the a-posteriori variance/covariance matrix of ...
1
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0answers
56 views

Finite difference method - implementation and stability

I have a PDE for a function $P(r,t)$ in spherical co-ordinates of the form $P_{t} = D(P_{rr} + (2/r)P_{r}) - a\Omega\left(\frac{P}{P + k} \right) $ where subscripts denote partial derivative with ...
1
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0answers
82 views

When examining global error bounds for Euler method, can I rescale the domain limits?

I'm looking at provable global error bounds of the Euler method for the first time and I was surprised to find that the bound grows exponentially in the amount of time (the domain size) propagated ...
1
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0answers
60 views

How to estimate error pattern of a set of line segments with respect to given reference segments (2D case)

I am having set of pair of line segments (2D). Though each pair should be coincided on top of each other they are not so. I have been the reference data and then I extracted other line segments ...
0
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0answers
11 views

What are disadvantages of solving difference equations backwards?

Say you have the initial value of 100th and 99th term and you want to see how much error is in 1st term instead of picking values from the table for 1st and 2nd term and propagating to 99th and 100th ...
0
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0answers
18 views

error calculation when the error is not constant

I have to calculate the error on the following quantity: $$f(\epsilon^M,\epsilon^S)= \sqrt{ \frac{1}{N}\sum_{i=1}^N (\log{\epsilon_i^M} - \log{\epsilon_i^S})^2 } $$ Usually I would use this standard ...
0
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0answers
27 views

Error propagation when function contains (or is) a derivative

I am familiar with the usual error propagation formula, but am unsure how to proceed when the function itself contains a derivative. I will present the simplest case here: My function f(x) is simply ...
0
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0answers
15 views

Do Monte Carlo perturbations capture all the uncertainty in prediction?

I have a model $M$ that I use to predict a value $y = M(\vec x)$. I have known one-$\sigma$ error bars on each input $x_i \in \vec x$. I want to know the one-$\sigma$ error bar on my prediction $y$. ...
0
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0answers
10 views

Statistical error on the inverse of a variable

Doing a report for my studies I had to calculate error of $\frac{1}{T}$, where T is the temperature I measured with a systematic error of 0.1. I came up with a formula $\frac{1}{T-0,1} - \frac{1}{T}$ ...
0
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0answers
27 views

How to propagate uncertainty into the prediction of a neural network?

I have inputs $x_1\ldots x_n$ that have known $1\sigma$ uncertainties $\epsilon_1 \ldots \epsilon_n$. I am using them to predict outputs $y_1 \ldots y_m$ on a trained neural network. How can I obtain ...
0
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0answers
32 views

Calculate Standard Deviation in Multiplication

I have a question that asks to find the result (in sig figs) as well as the standard deviation for the following $$(23\pm 8)\times(99\pm 11)\times(11\pm 3)\times(8\pm 4)$$ I began this question by ...
0
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0answers
22 views

Finding the weighted mean with varying errors

Simply enough, I've a set of numbers with varying errors: 2.02 +- 0.10 , 2.26 +-0.30 , 3.24 +- 0.30 , 3.33 +- 0.30 , 3.92 +- 0.30 , 4.02 +- 0.10 I'm certain there's a simple formula to compute the ...
0
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0answers
61 views

Uncertainty of Multiplication using Absolute Uncertainties

I am about to calculate the uncertainty of a measurement device. The formula of the result can be written as $$P=\frac{V}{R \times G}$$ All three values are uncertain; for $R$ and $G$, both the ...
0
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0answers
12 views

Error propagation with repeated values in the numerator and detonator

How would you do error propagation on an equation like this: $C=\left(\frac{A-B}{A B}\right)$ where A has error σa and B has error σb I would guess you use standard text book relations but since A ...
0
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0answers
19 views

Error propagation for multiparameter-non-linear fit with covariance matrix.

I have created a multiparameter-fitted-function for some data: $𝒇(𝒙)=𝑨𝒙^{(𝑪+𝟏)}𝒆^{−(\dfrac{(𝑪+𝟏)𝒙}{𝑩})}+𝑬𝒙^{(𝑮+𝟏)} 𝒆^{−(\dfrac{(𝑮+𝟏)𝒙}{𝑭})}$ I know the values and absolute ...
0
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0answers
21 views

What is the source of the error in the Sherman-Morrison formula application?

The Sherman-Morrison formula results in small errors in relation to the standard matrix inverse operation after each application, as shown here. From what I understand, the Sherman-Morrison identity ...
0
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0answers
15 views

Measure of how well a 3D function represents experimental data

I have experimental data of a one dimensional heat equation and corresponding values for a predicted temperatures. Is there any method in which I could statistically analyse the data to determine if ...
0
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0answers
36 views

Error propagation with dependent errors

I have a function $f(x_1,\ldots,x_n)$ where the variables $x_k$ have errors $\delta_k$. If these errors are independent I can add them root mean square: $\delta ...
0
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0answers
15 views

low number poissonian errors: is it possible for a measurement of 4 counts to have a significance higher than 2 sigma?

What is the best way to measure statistical significance of an overdensity in counting experiment where you have small numbers? Rather than bore you with my actual problem, please consider the ...
0
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0answers
18 views

Error on determinant from statistical errors on complex matrix elements

Say I have a complex matrix $A$ whose elements $A_{ij}$ have statistical error $\delta_{ij}$. I need to figure out from these errors what will be the error on the determinant $|A|$. If the matrix was ...
0
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0answers
22 views

Propagating uncertainties in Gaussian fit

I'm doing an analysis where I have a set of random variables with some known uncertainties (the uncertainties are different for each random variable). The random variable is roughly Gaussian ...
0
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0answers
38 views

Geometric Mean of Random Variables

I measure a series of $n$ objects [O_1, O_2, O_3, ..., O_n]. Because those measurements are quite hard to perform, I have quite a lot of measurement error and ...
0
votes
0answers
21 views

Statistical uncertainty on a percentages inferred from an A/B test

Question: What is the statistical uncertainty on percentages inferred from an A/B test? Example: $N = 100$ people are presented with an A/B choice (e.g., jumping into shark-infested water, choosing ...
0
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0answers
31 views

Error of 2 correlated variables, proxied as random variables

Disclaimer: my 1st question in math.stackexchange (usually in stackoverflow !), and non-English speaker. I'm trying to solve this problem for an arbitrary no. of variables, with multiple categories ...
0
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0answers
67 views

Propagation of standard deviation for random variable with Markov Property

I have a discrete random variable, $X \in \{0,1,2,3\}$. Define the indicator function: $$ 1_{k}\left(x\right) = \begin{cases} 1, & \text{if $x=k$} \\ 0, & \text{otherwise} \\ \end{cases}$$ ...
-1
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0answers
20 views

Solution to recursive equation

what will be the form of solution for this kind of recurrence equation? $$P_{n+1} + \dfrac{2n P_n}{x} - P_{n-1} = 0$$ $x$ is a constant. Will a guess solution of form $\lambda^n$ work? I need to ...