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5.3Bartlett's Function---Overview
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Real World Confidence
Error Estimate from Value
If we expand
near its minimum with---for convenience---just one theoretical parameter,
.
where
is our estimate of
.
Then probability distribution of
is just
i.e.,
is Standard Deviation of estimate.
Returning to Equation (35), we find that if we put
(i.e., at its one standard deviation value),
is increased by 1.
This
increase ``rule'' is common method of finding ``error'' in estimate
even when the Taylor expansion equation is not a good approximation.
Geoffrey Fox
,
Northeast Parallel Architectures Center
at Syracuse University,
gcf@npac.syr.edu