10 Jul
2007
10 Jul
'07
4:42 a.m.
Hello, Thank you for response. Lewis Hyatt wrote:
6. Correlations are not considered; instead, worst case is always assumed. For example: (mx +- dx) + (my +- dy) gives ((mx + my) +- (dx + dy), not ((mx + my) +- sqrt(dx*dx + dy*dy);
It is hard for me to imagine a case when simply adding the errors like this is in any way meaningful.
Isn't it the case when numbers are fully correlated? This gives largest error, this is the way I go. Well, _actual_ correlations are not considered, user has to do it manually when needed. With Best Regards, Marat