Sunday, 24 January 2016

Error propagation with asymmetric uncertainties


I red the Wikipedia page on error propagation. I get into some trouble when I want to calculate the error propagation in a specific case. I have real numbers $A$ and $B$ with related upper ($\Delta A_u$, $\Delta B_u$) and lower ($\Delta A_l$, $\Delta B_l$) uncertainties. I have two functions calculated as follows: $$F = \sqrt{A^2+B^2}$$ and $$G = \tan^{-1}\frac{B}{A}$$ What are the related upper and lower errors of $F$ and $G$?


I found general formulae for Gaussian error distributions ($\Delta A_u = \Delta A_l$ and $\Delta B_u = \Delta B_l$), for instance the first formula of the first answer on this other question. Is there a way to generalize that formula for arbitrary distributions with asymmetric errors as in my example?




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