For questions on propagation of errors.

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4
votes
2answers
91 views

Avoiding loss of numerical accuracy

I need to to evaluate the function $f(x) = {1 - (1-A)^x \over A}$, where $0 < A \leq 1$ and $0 \leq x \leq 1$. A straightforward C implementation of $f(x)$ with floating-point arithmetic works ...
4
votes
1answer
474 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 ...
3
votes
3answers
291 views

How to calculate the standard deviation of numbers with standard deviations?

I have essentially a propagation-of-error problem I run into frequently with my scientific data. For example, I have three samples, each of which I take two measurements of. So, for each sample, I can ...
3
votes
2answers
123 views

Regression with error coming from rounding

I am looking at the following model: $c$ is a fixed vector in $\mathbb{R}_+^n$ and for any $x \in \mathbb{R}_+^n$ we obtain a value $y =[c^Tx]$, i.e. rounding $c^Tx$ to the nearest integer. I want ...
2
votes
1answer
93 views

Absolute and Relative Error of $x^y$

Suppose that we have two measured values $x$ and $y$ with maximum absolute errors of $e_x$ and $e_y$. Is there a formula to find a good upper bound for absolute and relative error of $x^y$?
2
votes
1answer
44 views

Error propagation, why use variences?

I have been reading up on error propagation and am slightly confused about something. We can the error in $c=f(a,b)$ as the: $$\sigma(c)= f_a \sigma_a+f_b \sigma _b$$ Firstly is this correct and am I ...
2
votes
1answer
136 views

Margin of error for quotient of two measurements

I need to find the total margin of error for calculating velocity, while I have margins of error for time and distance. Actually the margins are the same (as both measurements were based on GPS - but ...
2
votes
1answer
76 views

Confused about the explicit formula for $\psi_0(x)$

In the explicit formula for $\psi_0(x)$ used in the PNT proof : $$\psi_0(x) = x - \sum_{\rho} \frac{x^{\rho}}{\rho} - \frac{\zeta'(0)}{\zeta(0)} - \frac{1}{2} \log (1-x^{-2}) $$ In particular the ...
2
votes
0answers
565 views

How to estimate variances for Kalman filter from real sensor measurements without underestimating process noise.

As the title says, I want to estimate the variances needed for a Kalman filter from real sensor measurements only. For example we can take a temperature sensor, but the solution shall be as ...
2
votes
0answers
80 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
votes
1answer
23 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
0answers
52 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
votes
0answers
39 views

Monte Carlo with error on individual samples

I'm performing a Monte Carlo integration where the individual samples have an error, and I'm wondering how to estimate the final error. Some more detail: The integral E I'm after is estimated in the ...
2
votes
0answers
38 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
votes
1answer
59 views

Verlet method global error

I was trying to understand the global error calculation for the verlet method on Wikipedia but it's not so clear to me when it goes from: to Shouldn't be considered the error relative to x'' too? ...
2
votes
1answer
46 views

Expectation/probability question (a bit like Craps, I think)

I'll try to be as brief as possible: I have a number of events that can happen, say e1, e2...eN. N isn't particularly large. Each event has a probability of "failure". (Actually, there will likely ...
1
vote
2answers
6k views

Error propagation on weighted mean

I understand that, if errors are random and independent, the addition (or difference) of two measured quantities, say $x$ and $y$, is equal to the quadratic sum of the two errors. In other words, the ...
1
vote
3answers
515 views

Calculate uncertainty of sine function result

I have an angle given in degrees: $$\theta_{\min} = 63^{\circ} \pm 0.5^{\circ}$$ I need to calculate it's sine and still know the uncertainty of the value: $$n = 2\sin(\theta_{\min}) = ...
1
vote
2answers
119 views

How does big-O notation relate to the actual error involved in a numerical differentiation?

Suppose I have some position data ${x_1, x_2, ... x_n}$ that was sampled at an interval $h$. If I wanted the velocity data, I could apply a finite difference scheme: $ v_1 = \frac{x_2 - x_1}{h} + ...
1
vote
2answers
81 views

Propagation of Error

If I have a function $$f(x,y)=\sqrt{x^2+y^2}$$ with error in $x$ be $\Delta x$ and error in $y$ be $\Delta y$, then how do we calculate ${\Delta f}$? I know if we have $$f(x)=x^n$$, then I at least ...
1
vote
1answer
352 views

How to calculate uncertainties?

A question requires me to make a calculation involving variables with uncertainties, giving my answer with its result uncertainty. How do I do that?
1
vote
1answer
542 views

Error in a numerical derivative

I have a graph of data, say temperature ($T$) vs time($t$), I know the error bounds in each $\Delta T$. The range of t is from 0 $\to$ 1600 s, with small steps say 0.001 s. If I numerically take ...
1
vote
1answer
1k views

Error analysis - Bisection algorithm

I have a brief question related to an example in my textbook. In my book, the following theorem on Bisection Method is presented: If $[a_0,b_0], [a_1,b_1],. . .,[a_n,b_n]. . .$ denote the intervals ...
1
vote
1answer
42 views

Prove graphically that the Lambert equation has exactly zero, one or two roots

I need some help on the below problem. Consider the Lambert equation: $xe^x = a$ for real values of x and a (a) Show graphically that the equation has exactly one root $ \xi(a) \ge 0 $ if $ ...
1
vote
1answer
273 views

Error Estimation and Propagation through Trigonometric Functions

I have a problem whereby I have to estimate the absolute error of a value calculated using values read from sensors. The equation used to calculate the value is $T_{xy} = R \tan \theta$. The sensor ...
1
vote
2answers
81 views

Relation between condition number and perturbed matrix

Prove that if $A\vec{x} = \vec{b}$ and $(A+\delta{}A)(\vec{x}+\delta\vec{x}) = \vec{b}$, then $\dfrac{\|\delta\vec{x}\|/\|\vec{x}+\delta\vec{x}\|}{\|\delta{}A\|/\|A\|} \le \kappa{(A)}$, where ...
1
vote
1answer
61 views

Too small error on a physics lab

I have this function: $$\lambda=d \sin\left(\arctan\left(\frac{x}{z}\right)\right)$$ and I want to find its absolute error. d is a constant ($10^{-6}$), x is $(0.716 \pm 0.001) m $ , and z is $(1.000 ...
1
vote
1answer
59 views

How to estimate (if/any) displacement/rotations between 2d line segments taken from 2 data sets

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 derive these two line sets using image based (e.g. CD) and manual method ...
1
vote
1answer
53 views

Uncertainty in measurements: if $x$ has uncertainty $\pm\epsilon$, what is the uncertainty in $\sin x$?

I have two questions regarding uncertainties in measurements. First, if I have some measured value for $x$ with an uncertainty $\pm e$, what would be the uncertainty in $\sin x$, $\pm\sin e$? ...
1
vote
1answer
83 views

Where does the error propagation formula comes from?

As an engineering student I have come several times across the formula $$\sigma_{f(\vec{x})}=\sqrt{\sum_{i} \big (\dfrac{\partial f}{\partial x_{i}}\sigma_{x_{i}}\big )^{2}}$$ for the propagation of ...
1
vote
1answer
187 views

Derivation of formula for estimating error in bulk-volume

In my textbook, a formula for estimating error in bulk-volume measurements is derived, but I don't quite follow one step in the derivation. The book writes the following: The bulk volume of a ...
1
vote
0answers
28 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
19 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
vote
1answer
12 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
vote
2answers
43 views

Prove that the rounding error can contaminate half the digits of computed root

I am trying to resolve the following problem: If $b^2 \approx 4ac $ the rounding error can contaminate half the digits of the root computed with the formula: $\dfrac {-b \pm \sqrt {b^2 - 4ac}} ...
1
vote
1answer
24 views

How does one bound computational error for a finite difference approximation of the second derivative?

I'm trying to wrap my head around ways to minimize total computational error (defined as a sum of the bounds on the truncation and rounding errors) by taking a differentiable function $f : \mathbb{R} ...
1
vote
0answers
45 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
vote
0answers
36 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
vote
0answers
73 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
vote
0answers
45 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
vote
1answer
48 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
69 views

bound on matrix inverse with different elements

I'm hoping that someone can point me to some literature on the following. Is there a way to bound the inverse of a matrix if I change the value of 1 element in that matrix. Let's say I have a matrix ...
1
vote
1answer
254 views

Calculating Covariance. (Multiplication of Two Covariance Matrices)

I have an equation T3=T1*T2 where T is 3*3 Transformation matrix representing position of an object in 3D. Now each of these position has some error in the form of 3*3 covariance matrix i-e ∑. My ...
1
vote
1answer
95 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 ...
1
vote
0answers
53 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
vote
0answers
70 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
vote
0answers
201 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
vote
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 ...
1
vote
2answers
30 views

How can I calculate the uncertainty of two combined uncertainties?

If uncertainty can be calculated as half the range, and percentage uncertainty is the uncertainty over a mean all multiplied by 100, how can I find what the uncertainty is of A^2 * B^3 when A = 21.3 ...