Question

Mathematical statistics question. Under what conditions does the function \(f\left(x_1,x_2,\ldots,x_n\right)\) have the error:\[\sigma_f=\sqrt{\left(\frac{\partial}{\partial x_1}f\sigma_{x_1}\right)^2+\left(\frac{\partial}{\partial x_2}f\sigma_{x_2}\right)^2+\ldots+\left(\frac{\partial}{\partial x_n}f\sigma_{x_n}\right)^2}\]

Answer 1

Notably the delta method http://en.wikipedia.org/wiki/Delta_method#Note mentions this, alongside what looks like gradient functions. \(\sigma_f\) resembles the magnitude of a gradient, but that's not inclusive of variance.

So, in other words, I have no idea what's going on.

Answer 2

Me too. I have connections with people who do statistics, and I've done a little data management myself, but I don't know about this. Similar format to what I know, but...

Answer 3

At this rate I'll never be in analysis research. :(

That's okay, though. I'm fine with being a student forever.

Answer 4

Uhh..Sorry.

Answer 5

None of the really good people are online I think. I'll ask around.

Answer 6

I don't go around apologizing for everything I can't do; I don't see why you are.

Answer 7

I usually come, answer, and then the person goes away understanding the question. But that hasn't happened here.

Answer 8

I usually read the textbook and learn something new, but that hasn't happened here either. XD

These things are out of my control. The best I can do is correct for it, but I'm definitely not apologizing for it.

Answer 9

Hey, sorry about not be able to help. Post a link in the chats occasionally. Maybe a good person will see it.

Answer 10

Is it against etiquette to just repost?

Answer 11

@myininaya @across @satellite73 can any of you help with this? Or know who can?

Answer 12

They're HERE??

Answer 13

Yes, noradetzky, it is. However, hopefully someone will see this tomorrow. The weekend is usually kinda dead around here.

Answer 14

No, but they are at least pinged now. I don't ping them very often, so this will probably catch their attention.

Answer 15

@LagrangeSon678 @mertsj @zarkon @jim_thompson5910 @Chlorophyll Please help?
Man. Feels like I'm calling up powerful unholy forces. Nice.

Answer 16

I hope the users here aren't accurately described by "powerful" and "unholy". ;D

Answer 17

err...I was being figuratively. Please that statement be figurative and not Literal.

Answer 18

that being literal....ugh.