Error propagation equation
The error propagation equations (Mandel 1984, Bevington and Robinson 1992) can be used to estimate the standard deviation in the outcome of a calculation if the standard deviations of the inputs are known. For the most common operations, the error propagation rules are summarized in box 1.
The conditions imposed for use of the error propagation equation are:
- The uncertainties are relatively small, the standard deviation divided by the mean value being less than 0.3;
- The uncertainties have Gaussian (normal) distributions;
- The uncertainties have no significant covariance.
Under these conditions, the error propagation equations can be applied. The method can be extended to allow non-Gaussian distributions and to allow for covariances (see e.g.: http://www.itl.nist.gov/div898/handbook/mpc/section5/mpc55.htm).
- Requires very little resources and skills (but the choice of the aggregation level for the analysis is an important issue that does require skills)
- Quick (but can be dirty)
- Has a limited domain of applicability (e.g. near-linearity assumption)
- The basic error propagation equations cannot cope well with distributions with other shapes than normal (but the method can be extended to account for other distributions).
- Leads to a tendency to assume that all distributions are normal, even in cases where knowledge of the shape is absent and hence a uniform distribution would be reflecting better the state of knowledge.
- Can not easily be applied in complex calculations
- Forgetting that this appraoch takes the model structure and boundaries for granted
- Bias towards assuming all parameter uncertainty to be distributed normally.
- Ignoring dependencies and covariance