DocumentCode
1128019
Title
Error Measures for Normal Random Variables
Author
Childs, Donald R. ; Coffey, Denis M. ; Travis, Stephen P.
Author_Institution
Naval Underwater Systems Center
Issue
1
fYear
1978
Firstpage
64
Lastpage
68
Abstract
Four commonly used measures of error are the root mean square error (RMSE), the geometric mean error (GME), the mean radial error (MRE), and the circular or spherical error probable (CEP, SEP). Exact or approximate closed form expressions are given. for each for zero mean, normal random variables in two and three dimensions. Numerical comparison of the measures suggests the relationship GME ¿ SEP(CEP) < MRE ¿ RMSE.
Keywords
Covariance matrix; Density functional theory; Ellipsoids; Measurement standards; Probability density function; Probability distribution; Projectiles; Random variables; Root mean square; Rotation measurement;
fLanguage
English
Journal_Title
Aerospace and Electronic Systems, IEEE Transactions on
Publisher
ieee
ISSN
0018-9251
Type
jour
DOI
10.1109/TAES.1978.308579
Filename
4101922
Link To Document