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noradetzky

Mathematical statistics question. Under what conditions does the function \(f\left(x_1,x_2,\ldots,x_n\right)\) have the error:\[\sigma_f=\sqrt{\left(\frac{\partial}{\partial x_1}f\sigma_{x_1}\right)^2+\left(\frac{\partial}{\partial x_2}f\sigma_{x_2}\right)^2+\ldots+\left(\frac{\partial}{\partial x_n}f\sigma_{x_n}\right)^2}\]

  • 2 years ago
  • 2 years ago

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  1. noradetzky
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    Notably the delta method http://en.wikipedia.org/wiki/Delta_method#Note mentions this, alongside what looks like gradient functions. \(\sigma_f\) resembles the magnitude of a gradient, but that's not inclusive of variance. So, in other words, I have no idea what's going on.

    • 2 years ago
  2. NotTim
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    Me too. I have connections with people who do statistics, and I've done a little data management myself, but I don't know about this. Similar format to what I know, but...

    • 2 years ago
  3. noradetzky
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    At this rate I'll never be in analysis research. :( That's okay, though. I'm fine with being a student forever.

    • 2 years ago
  4. NotTim
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    Uhh..Sorry.

    • 2 years ago
  5. NotTim
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    None of the really good people are online I think. I'll ask around.

    • 2 years ago
  6. noradetzky
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    I don't go around apologizing for everything I can't do; I don't see why you are.

    • 2 years ago
  7. NotTim
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    I usually come, answer, and then the person goes away understanding the question. But that hasn't happened here.

    • 2 years ago
  8. noradetzky
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    I usually read the textbook and learn something new, but that hasn't happened here either. XD These things are out of my control. The best I can do is correct for it, but I'm definitely not apologizing for it.

    • 2 years ago
  9. NotTim
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    Hey, sorry about not be able to help. Post a link in the chats occasionally. Maybe a good person will see it.

    • 2 years ago
  10. noradetzky
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    Is it against etiquette to just repost?

    • 2 years ago
  11. Laura*
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    @myininaya @across @satellite73 can any of you help with this? Or know who can?

    • 2 years ago
  12. NotTim
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    They're HERE??

    • 2 years ago
  13. Laura*
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    Yes, noradetzky, it is. However, hopefully someone will see this tomorrow. The weekend is usually kinda dead around here.

    • 2 years ago
  14. Laura*
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    No, but they are at least pinged now. I don't ping them very often, so this will probably catch their attention.

    • 2 years ago
  15. NotTim
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    @LagrangeSon678 @mertsj @zarkon @jim_thompson5910 @Chlorophyll Please help? Man. Feels like I'm calling up powerful unholy forces. Nice.

    • 2 years ago
  16. noradetzky
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    I hope the users here aren't accurately described by "powerful" and "unholy". ;D

    • 2 years ago
  17. NotTim
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    err...I was being figuratively. Please that statement be figurative and not Literal.

    • 2 years ago
  18. NotTim
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    that being literal....ugh.

    • 2 years ago
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