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 (ΔAu, ΔBu) and lower (ΔAl, ΔBl) uncertainties. I have two functions calculated as follows: F=A2+B2

and G=tan1BA
What are the related upper and lower errors of F and G?


I found general formulae for Gaussian error distributions (ΔAu=ΔAl and ΔBu=ΔBl), 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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