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2. Measurement Process Characterization
2.5. Uncertainty analysis
2.5.5. Propagation of error considerations

2.5.5.2.

Formulas for functions of two variables

Case: Y=f(X,Z) Standard deviations of reported values that are functions of measurements on two variables are reproduced from a paper by H. Ku (Ku).

The reported value, Y is a function of averages of N measurements on two variables.

Function of ,

and are averages of N measurements

Standard deviation of

= standard dev of X;
= standard dev of Z;
= covariance of X,Z

Note: Covariance term is to be included only if there is a reliable estimate

(1/SQRT(N))*SQRT{A**2*s(x)**2 + B**2*s(z)**2 + 2*A*B*s(xz)**2

Note: this is an approximation. The exact result could be obtained starting from the exact formula for the standard deviation of a product derived by Goodman (1960).

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