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Given a change in the input data , we want to know how it affects the output of the function . If the change is small enough (so that the propagated change is linear) then the following equation holds:
where .
For the n-d case, if we assume the errors are normally distributed and independent, we can propagate the errors through the model with:
where y=f(x).
Bob Fisher
Fri Nov 2 16:45:34 GMT 2001