Example Formulas
This table shows the variances of simple functions of the real variables, with standard deviations, correlation coefficient and precisely known real-valued constants .
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Function Variance
For uncorrelated variables the covariance terms are zero. Expressions for more complicated functions can be derived by combining simpler functions. For example, repeated multiplication, assuming no correlation gives,
For the case we also have an Goodman's expression to calculate its exact variance, for the uncorrelated case it would be:
and therefore we have:
Read more about this topic: Propagation Of Uncertainty
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