Physical Sciences and Mathematics Commons^™

Global Independence, Possible Local Dependence: Towards More Realistic Error Estimates For Indirect Measurements, Vladik Kreinovich

Departmental Technical Reports (CS)

In many practical situations, it is not realistically possible to directly measure the desired physical quantity. In such situations, we have to measure this quantity indirectly, i.e., measure related quantities and use the known relation to estimate the value of the desired quantity. How accurate it the resulting estimate? The traditional approach assumes that the measurement errors of all direct measurements are independent. In many practical situations, this assumption works well, but in many other practical situations, it leads to a drastic underestimation of the resulting estimation error: e.g., when we base our estimate on measurements performed at nearby moments …