7. A simple example of changing variables. a) Let x1, x2 be independent random variables. Let - u₁ = x1 - X2, = U2 x1 + x2. Assume we are given. V = ( στ x1 0 σ 02 x2 = 5, σx2 = 3, and evaluate V', Find V', the error matrix for u₁ and u₂. Substitute in σx₁ = 5, σx2 and hence σu₁ and Օ 2 • (b) Undoing the error propagation: u1 + u2 X1 = " 2 Աշ Ալ X2 = 2 What do you get for σ22, and σ22, (using the numerical values for σu₁ and биг found above) if you ignore correlations? x1 X2 Now use the correct matrix method to recover the expected V = ( 25 0 0 9
7. A simple example of changing variables. a) Let x1, x2 be independent random variables. Let - u₁ = x1 - X2, = U2 x1 + x2. Assume we are given. V = ( στ x1 0 σ 02 x2 = 5, σx2 = 3, and evaluate V', Find V', the error matrix for u₁ and u₂. Substitute in σx₁ = 5, σx2 and hence σu₁ and Օ 2 • (b) Undoing the error propagation: u1 + u2 X1 = " 2 Աշ Ալ X2 = 2 What do you get for σ22, and σ22, (using the numerical values for σu₁ and биг found above) if you ignore correlations? x1 X2 Now use the correct matrix method to recover the expected V = ( 25 0 0 9
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Question

Transcribed Image Text:7. A simple example of changing variables.
a) Let x1, x2 be independent random variables. Let
-
u₁ = x1 -
X2,
=
U2 x1 + x2.
Assume we are given.
V
=
(
στ
x1
0
σ
02
x2
= 5, σx2 = 3, and evaluate V',
Find V', the error matrix for u₁ and u₂. Substitute in σx₁ = 5, σx2
and hence σu₁ and
Օ 2 •
(b) Undoing the error propagation:
u1 + u2
X1 =
"
2
Աշ
Ալ
X2 =
2
What do you get for σ22, and σ22, (using the numerical values for σu₁ and биг found above)
if you ignore correlations?
x1
X2
Now use the correct matrix method to recover the expected
V =
(
25 0
0 9
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