Component Variance Methods for Establishing CEP Confidence Bounds Using Component Error Source Statistics.
Technical note 22 Jun 69-26 Mar 70,
STANFORD RESEARCH INST MENLO PARK CA SYSTEMS EVALUATION DEPT
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Two methods for calculating upper confidence limits for a variance, Sigma Subscript T, superscript 2, have been developed for the case where individual contributors to the total variance can be measured. The methods can reduce the upper bound--or the number of tests--considerably when two or more component variances are of roughly equal magnitude. Both methods are conservative i.e., introduce additional confidence and yield the classical, chi-square result when a single component variance is much larger than the others. The methods are valid even for cases where the component statistics are based on different numbers of tests and do not require a priori bounds of relative component contributions.
- Statistics and Probability
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