Suppose we measured a set of three (3) variables, x, y and z with uncertainties o,,...
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Suppose we measured a set of three (3) variables, x, y and z with uncertainties o,, co, and o,and covariances cov(x,y) and cov(x,z). Consider a function f(x, y, z). What's the variance for f Actually, fis determined from x, y and z, what's the uncertainty on knowing uncertainties on x, y and z an their covariances. Give the uncertainty on f in the special case x, y and z are uncorrelated. Suppose we measured a set of three (3) variables, x, y and z with uncertainties o,, co, and o,and covariances cov(x,y) and cov(x,z). Consider a function f(x, y, z). What's the variance for f Actually, fis determined from x, y and z, what's the uncertainty on knowing uncertainties on x, y and z an their covariances. Give the uncertainty on f in the special case x, y and z are uncorrelated.
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Answer rating: 100% (QA)
Answer The variance for f is covff covxf covyf covzf The uncertainty on f is uf sqrtcovff The uncert... View the full answer
Related Book For
Probability and Statistics for Engineers and Scientists
ISBN: 978-0495107576
3rd edition
Authors: Anthony Hayter
Posted Date:
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