Title :
Limitations of a Variance Approximation
Author_Institution :
General Electric Co. Syracuse, N.Y. 13201
fDate :
3/1/1972 12:00:00 AM
Abstract :
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.
Keywords :
Aerospace and electronic systems; Aerospace electronics; Analysis of variance; Approximation error; Delay lines; Equations; Filters; H infinity control; Pathology; Random variables;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1972.309496
