Error Statistics for Normal Random Variables
NAVAL UNDERWATER SYSTEMS CENTER NEWPORTRI
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Four commonly used error statistics the root mean square error, the geometric mean error, the mean radial error, and the spherical or circular error probable are surveyed and compared in two and three dimensions. Exact or approximate closed-form expressions are given for these statistics for zero- mean, independent, normal random variables. A change of variables reduces the case of correlated variables to the independent case. The expression for the mean radial error in three dimensions and the approximations of the spherical error probable are new. The dependence of the statistics on the variances of the errors is presented graphically.
- Statistics and Probability
- Military Operations, Strategy and Tactics