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.
Limitations of a Variance Approximation
IEEE Transactions on Aerospace and Electronic Systems ; AES-8 , 2 ; 246-247
1972-03-01
246171 byte
Article (Journal)
Electronic Resource
English
Alternatives to Taylor Series Approximation for the Variance Estimation in Robust Design
British Library Conference Proceedings | 2010
|British Library Conference Proceedings | 2010
|