Cheg 258 - Lecture Notes - Feb. 19, 2001

Announcements

• Don't forget the review session today! Also, the assignment today is review for the exam a week from wednesday.

Class notes

The main points of the lecture were

• Error propagation in complex functions

Goals:

• Calculate the variance of a complex function of random variables

Reading

• The class notes.

Questions of the Day

• If the standard deviation of a variable x is a, what is the standard deviation of x^2? What is its variance?
• If the standard deviation of x is a, the standard deviation of y is b, and the covariance of x and y is c, what is the standard deviation of ln(x*y)?

Matlab Example Codes

example 14