What if we do not know correlations?
© 2018, Springer International Publishing AG. It is well know how to estimate the uncertainty of the result y of data processing if we know the correlations between all the inputs. Sometimes, however, we have no information about the correlations. In this case, instead of a single value σ of the sta...
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| Main Authors: | , , , , |
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| Format: | Book Series |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038842719&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58589 |
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| Institution: | Chiang Mai University |
| Summary: | © 2018, Springer International Publishing AG. It is well know how to estimate the uncertainty of the result y of data processing if we know the correlations between all the inputs. Sometimes, however, we have no information about the correlations. In this case, instead of a single value σ of the standard deviation of the result, we get a range [σ̲,σ¯] of possible values. In this paper, we show how to compute this range. |
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