Title :
The extended-least-squares treatment of correlated data
Author :
Cohen, E.R. ; Tuninsky, Valentin S.
Author_Institution :
Rockwell Inst. Sci. Center, Thousand Oaks, CA, USA
fDate :
4/1/1995 12:00:00 AM
Abstract :
A generalization of the extended-least-squares algorithms for the case of correlated discrepant data is given. The expressions for linear, unbiased, minimum-variance estimators previously derived are reformulated. A posteriori estimates of the variance taking into account the inconsistency of all the experimental data have the same form as in the case of noncorrelated data. These estimates extend the previous improvement on the “traditional” Birge-ratio procedure to the case of correlated input data
Keywords :
constants; correlation methods; least squares approximations; maximum likelihood estimation; Birge-ratio procedure; correlated data; correlated discrepant data; extended-least-squares treatment; fundamental constants; linear unbiased minimum-variance estimators; maximum likelihood estimators; Analysis of variance; Covariance matrix; Equations; Helium; Instruments; Mathematical analysis; Measurement standards; Metrology; NIST; Uncertainty;
Journal_Title :
Instrumentation and Measurement, IEEE Transactions on
