DocumentCode
1137143
Title
Limitations of a Variance Approximation
Author
Nitzberg, R.
Author_Institution
General Electric Co. Syracuse, N.Y. 13201
Issue
2
fYear
1972
fDate
3/1/1972 12:00:00 AM
Firstpage
246
Lastpage
247
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;
fLanguage
English
Journal_Title
Aerospace and Electronic Systems, IEEE Transactions on
Publisher
ieee
ISSN
0018-9251
Type
jour
DOI
10.1109/TAES.1972.309496
Filename
4102935
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