Relative error of the estimations of different error characteristics

Steiner, F. and Hajagos, B. (2003) Relative error of the estimations of different error characteristics. Acta Geodaetica et Geophysica Hungarica, 38 (1). pp. 61-76. ISSN 1217-8977

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In the present paper 9 error characteristics are detailedly investigated by Monte Carlo calculations in point of view of the fluctuation of their estimates. In all 9 cases the error characteristic is defined as the minimum value of a modern norm of deviations, just in the same manner as in the classical statistics the s scatter was defined as the minimum value of the L2-norm. The results are in Table I summarized and in Figs 1-9 presented for five parent distribution types and for five sample sizes: n = 5; 9; 25; 100 and 400; the statistical fluctuation is characterized by the relative semi-intersextile ranges of the minimum norms (N = 200000 repetition number was chosen in the Monte Carlo calculations). On the basis of the values of Table I the uncertainties can be determined with such accuracy which is seldom required in the practice. Because of the fact that ordinarily 15-20% is accepted as the "error of the error", in the Table III asymptotic values are also given to give possibility to the simplest: according to Aasympt /vn executed calculations.

Item Type: Article
Subjects: Q Science / természettudomány > QE Geology / földtudományok > QE01 Geophysics / geofizika
Depositing User: Endre Sarvay
Date Deposited: 22 Jul 2018 10:18
Last Modified: 08 Sep 2018 08:27

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