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The least informative distribution and correlation coefficient of measurement results
Metrologia ( IF 2.1 ) Pub Date : 2021-01-12 , DOI: 10.1088/1681-7575/abcbe9 G Mana , M Pizzocaro
中文翻译:
测量结果的最小信息量分布和相关系数
更新日期:2021-01-12
Metrologia ( IF 2.1 ) Pub Date : 2021-01-12 , DOI: 10.1088/1681-7575/abcbe9 G Mana , M Pizzocaro
Correlations play a significant role in data analysis and the evaluation and expression of the uncertainty, yet estimating them is often difficult. This paper provides examples of how to infer the measurand value, given only the uncertainties and correlation ranges of the measurement results. The least informative data-distribution is not Gaussian, but the marginal distributions are. Explicit results are given in the case of a data pair, where the inferred correlation coefficient is the midpoint of the given range.
中文翻译:
测量结果的最小信息量分布和相关系数
相关性在数据分析以及不确定性的评估和表达中起着重要作用,但是通常很难进行估计。本文仅在给出测量结果的不确定性和相关范围的情况下,提供了如何推断被测量值的示例。信息最少的数据分布不是高斯分布,但边际分布是高斯分布。对于数据对,将给出显式结果,其中推断的相关系数是给定范围的中点。