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Error Propagation

  Given a change in the input data tex2html_wrap_inline502, we want to know how it affects the output of the function tex2html_wrap_inline504. If the change is small enough (so that the propagated change is linear) then the following equation holds:


equation204

where tex2html_wrap_inline506.

For the n-d case, if we assume the errors are normally distributed and independent, we can propagate the errors through the model with:


equation209

where y=f(x).



Bob Fisher
Fri Nov 2 16:45:34 GMT 2001