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Unit – III Spatial Data Ajustment

The document covers the concepts of variance and covariance propagation, focusing on random variables, probability, and their applications in statistics. It explains the definitions and properties of random variables, probability distributions, and the normal distribution, as well as measures of precision, accuracy, covariance, and correlation. Additionally, it introduces sampling and the laws of propagation with examples and stepwise methods.

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12 views127 pages

Unit – III Spatial Data Ajustment

The document covers the concepts of variance and covariance propagation, focusing on random variables, probability, and their applications in statistics. It explains the definitions and properties of random variables, probability distributions, and the normal distribution, as well as measures of precision, accuracy, covariance, and correlation. Additionally, it introduces sampling and the laws of propagation with examples and stepwise methods.

Uploaded by

thivee
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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UNIT – III

VARIANCE COVARIANCE
PROPAGATION
 Random events and probability
 Random variables
 continuous probability distributions
 normal distribution
 Expectation
 measures of precision and accuracy
 covariance and correlation
 covariance, cofactor and weight matrices
 Introduction to sampling
 Derivation of the propagation laws - Examples
 stepwise propagation

VARIANCE COVARIANCE PROPAGATION


Random Variables

•In an experiment, a measurement is usually denoted by a


variable such as X.

• In a random experiment, a variable whose measured value can


change (from one replicate of the experiment to another) is
referred to as a random variable.

•A random variable (also called random quantity, aleatory


variable, or stochastic variable) is a mathematical formalization
of a quantity or object which depends on random events. It is a
mapping or a function from possible outcomes in a sample
space to a measurable space, often the real numbers.
Random Variables
Random Variables
Probability
• Used to quantify likelihood or chance

• Used to represent risk or uncertainty in engineering


applications

•Can be interpreted as our degree of belief or relative


frequency

•Probability statements describe the likelihood that particular


values occur.

• The likelihood is quantified by assigning a number from the


interval [0, 1] to the set of values (or a percentage from 0 to
Probability
• A probability is usually expressed in terms of a random variable.

• For the part length example, X denotes the part length and the
probability statement can be written in either of the following
forms

• Both equations state that the probability that the random


variable X assumes a value in [10.8, 11.2] is 0.25.
Probability
Complement of an Event
• Given a set E, the complement of E is the set of elements that

are not in E. The complement is denoted as E’.


Mutually Exclusive Events
• The sets E1 , E2 ,...,Ek are mutually exclusive if the
intersection of any pair is empty. That is, each element is in
one and only one of the sets E1 , E2 ,...,Ek .
Probability Properties
Probability of an Event E.
Suppose that the sample space S = {o1, o2, o3, … oN} has a finite
number, N, of outcomes.
Also each of the outcomes is equally likely (because of symmetry).
Then for any event E

n E  n E  no. of outcomes in E
P E =  
n S  N total no. of outcomes
Discrete Random Variables
Probability Mass Function
Discrete Random Variables
Cumulative Distribution Function
Discrete Random Variables
Cumulative Distribution Function
p(x) is Probability function
F(x) is Probability Distribution
function
F(x) is Probability Distribution f(x) is Probability Density function
function
Continuous Random Variables

Probability Density Function


•The probability distribution or simply distribution
of a random variable X is a description of the set of the
probabilities associated with the possible values for X.
Continuous Random Variables
Probability Density Function
Continuous Random Variables

Probability Density Function


Normal Distribution
Undoubtedly, the most widely used model for the distribution of a random
variable is a normal distribution.
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Normal Distribution
Random Samples, Statistics, and The Central Limit Theorem
EXPECTATION
EXPECTATION
EXPECTATION
Expectation for Continuous Probability Distribution
Expectation for Continuous Probability Distribution
Expectation for Continuous Probability Distribution
Expectation for Continuous Probability Distribution
Expectation for Continuous Probability Distribution
Measures of Precision and Accuracy
Measures of Precision and Accuracy
Measures of Precision and Accuracy
Measures of Precision and Accuracy
Measures of Precision and Accuracy
Covariance and Correlation
Covariance and correlation are two terms that are exactly opposite to each other.
However, they both are used in statistics and regression analysis. Covariance shows
us how the two variables vary, whereas correlation shows us the relationship and
how they are related.
Correlation and covariance are two statistical concepts used to determine the
relationship between two random variables. Correlation defines how a change in
one variable will impact the other, while covariance defines how two items vary
together.
Covariance and Correlation
Covariance and Correlation
Covariance and Correlation
Covariance and Correlation
Covariance and Correlation
Covariance and Correlation
Covariance and Correlation
Covariance, Cofactor and Weight Matrices
Covariance and Correlation
Covariance and Correlation
Covariance, Cofactor and Weight Matrices
Covariance, Cofactor and Weight Matrices
Covariance, Cofactor and Weight Matrices
Covariance, Cofactor and Weight Matrices
Covariance, Cofactor and Weight Matrices
Covariance, Cofactor and Weight Matrices
Covariance, Cofactor and Weight Matrices
Covariance, Cofactor and Weight Matrices
Introduction to sampling
Propagation laws
Propagation laws
Propagation laws
Propagation laws
Propagation laws
Propagation laws
Propagation laws
Propagation laws
Propagation laws
Propagation laws
Propagation laws
Propagation laws
Propagation laws
Propagation
Propagation
Propagation
Stepwise Propagation
Stepwise Propagation
Stepwise Propagation
Stepwise Propagation
Stepwise Propagation

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