Open AccessOn the Accuracy of Error Propagation Calculations by Analytic Formulas Obtained for the Inverse Transformation
Author(s) -
В. И. Романенко,
Nataliya V. Kornilovska
Publication year - 2019
Publication title -
ukrainian journal of physics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.213
H-Index - 17
eISSN - 2071-0194
pISSN - 2071-0186
DOI - 10.15407/ujpe64.3.217
Subject(s) - variable (mathematics) , transformation (genetics) , inverse , variance (accounting) , propagation of uncertainty , random error , random variable , mathematics , observational error , value (mathematics) , statistics , mathematical analysis , geometry , biochemistry , chemistry , accounting , business , gene
The accuracy of error propagation calculations is estimated for the transformation x → y = f(x) of the normally distributed random variable x. The estimation is based on the formulas for the error propagation obtained for the inverse transformation y → x of the normally distributed random variable y. In the general case, the calculation accuracy for the mean value and the variance of the random variable y is shown to be of the first order of magnitude in the variance of the random variable x.