Atsitiktinių dydžių kovariacijos nustatymo tikslumas

Abstract

The theoretical and practical accuracy determination of covariances existing in accidental values is made. Special formulas for calculation of variances to estimate the covariances between accidential values or random functions were elaborated. The formulas of root mean square error estimates for correlation coefficients show that the accuracy of these coefficients depends on correlation coefficients. The accuracy of correlative coefficients computed from measurements controlled by the tolerances is better, then the accuracy of the same coefficients obtained from measurements without taking regard to the tolerances. It is determined by practical procedures that the values of root mean square errors for the correlative coefficients compose about 22 % of value of the same coefficients, when the tolerances for controlling the measurement quality have not been used.