A common approximation for the variance of a function of two random variables is obtained via a series expansion. It is shown that for some cases the error in the approximation is quite large. This approximation is sometimes used to compare the relative merits of two alternate systems. The comparison might be erroneous if the system differences are comparable to the approximation errors.


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    Title :

    Limitations of a Variance Approximation


    Contributors:


    Publication date :

    1972-03-01


    Size :

    246171 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English




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