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  2. Propagation of uncertainty - Wikipedia

    en.wikipedia.org/wiki/Propagation_of_uncertainty

    Any non-linear differentiable function, (,), of two variables, and , can be expanded as + +. If we take the variance on both sides and use the formula [11] for the variance of a linear combination of variables ⁡ (+) = ⁡ + ⁡ + ⁡ (,), then we obtain | | + | | +, where is the standard deviation of the function , is the standard deviation of , is the standard deviation of and = is the ...

  3. Symmetric mean absolute percentage error - Wikipedia

    en.wikipedia.org/wiki/Symmetric_mean_absolute...

    Provided the data are strictly positive, a better measure of relative accuracy can be obtained based on the log of the accuracy ratio: log(F t / A t) This measure is easier to analyze statistically and has valuable symmetry and unbiasedness properties.

  4. Mean percentage error - Wikipedia

    en.wikipedia.org/wiki/Mean_percentage_error

    Because actual rather than absolute values of the forecast errors are used in the formula, positive and negative forecast errors can offset each other; as a result, the formula can be used as a measure of the bias in the forecasts. A disadvantage of this measure is that it is undefined whenever a single actual value is zero.

  5. Mean absolute percentage error - Wikipedia

    en.wikipedia.org/wiki/Mean_absolute_percentage_error

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  6. Measurement uncertainty - Wikipedia

    en.wikipedia.org/wiki/Measurement_uncertainty

    In metrology, measurement uncertainty is the expression of the statistical dispersion of the values attributed to a quantity measured on an interval or ratio scale.. All measurements are subject to uncertainty and a measurement result is complete only when it is accompanied by a statement of the associated uncertainty, such as the standard deviation.

  7. Errors and residuals - Wikipedia

    en.wikipedia.org/wiki/Errors_and_residuals

    For example, if the mean height in a population of 21-year-old men is 1.75 meters, and one randomly chosen man is 1.80 meters tall, then the "error" is 0.05 meters; if the randomly chosen man is 1.70 meters tall, then the "error" is −0.05 meters.

  8. Experimental uncertainty analysis - Wikipedia

    en.wikipedia.org/wiki/Experimental_uncertainty...

    For example, if the length measurement L was high by ten percent, then the estimate of g would also be high by ten percent. If the period T was under estimated by 20 percent, then the estimate of g would be over estimated by 40 percent (note the negative sign for the T term).

  9. Probability of error - Wikipedia

    en.wikipedia.org/wiki/Probability_of_error

    For a Type I error, it is shown as α (alpha) and is known as the size of the test and is 1 minus the specificity of the test. This quantity is sometimes referred to as the confidence of the test, or the level of significance (LOS) of the test. For a Type II error, it is shown as β (beta) and is 1 minus the power or 1 minus the sensitivity of ...

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