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From S├ębastien Brisard <>
Subject Re: [math] Deprecating
Date Fri, 04 May 2012 06:21:19 GMT
attached to MATH-784 (
is a Monte-Carlo simulation which might be used to explore this issue.
For the time being, it confirms that
* guessParametersErrors() indeed estimates the sd on the parameters,
* the sqrt of the diagonal coefficients of the covariance matrix also
provide a good estimate of these standard deviations, and also the 68%
confidence interval (as announced in Numerical Recipes, 15.6).

Although these values are very close, I do think they do not really
have the same mathematical meaning.

What remains to be explored
* use observations which are not normally distributed (e.g. Poisson?),
* use smaller sets of observations, which should emphasize the
difference between guessParametersErrors() and the sqrt of the
diagonal coefficients.

Will do that later.

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