# Eleisha's Segment 22: Uncertainty of Derived Parameters

** To Compute: **

1. In lecture slide 3, suppose (for some perverse reason) we were interested in a quantity **Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f = b_3/b_5 }**
instead of **Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f = b_3b_5 }**
. Calculate a numerical estimate of this new **Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f }**
and its standard error.

The variance of **Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f }**
can be calculated as:

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \text{Variance} = \bigtriangledown f \Sigma \bigtriangledown f^T }**

In this case:

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \bigtriangledown f = (0, 0, \frac{1}{b_5}, 0, \frac{-b_3}{b_5^2} ) }**

So,

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \text{Variance} = \bigtriangledown f \Sigma \bigtriangledown f^T = \frac{\Sigma_{33}}{b_5} - \frac{2\Sigma_{35} b_3}{b_5^3} + \frac{\Sigma_{55}b_3^2}{b_5^4} }**

Using the given estimates of **Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle b_3, b_5 }**
and the covariance matrix **Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \Sigma }**
this can be calculated to be approximately equal to: 0.0145.

Therefore the standard error of **Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f }**
is approximately: 0.1204 (take the square root of the variance).

As for **Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f = \frac{b_3}{b_5} \approx 0.44377 }**

In summary,

**Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f = \frac{b_3}{b_5} \approx 0.44377 \pm 0.1204 }**
.

2. Same set up, but plot a histogram of the distribution of

**Histogram: **

Below is the python script that was used to generate the histogram and perform all of the calculations for question 1.

import numpy as np import matplotlib.pyplot as plt bfit = [1.1235, 1.5210, 0.6582, 3.2654, 1.4832] b3 = bfit[2] b5 = bfit[4] #print b3, b5 covar = np.loadtxt("covar.txt") #Import the covariance data from the slides (I put it in a text file) #print covar cov_33 = covar[2,2] #Save the needed covariance elements as variables cov_35 = covar[2,4] cov_55 = covar[4,4] #print cov_33, cov_35, cov_55 func_covar = (cov_33/b5**2) - (2*cov_35*b3)/(b5**3) + (cov_55*b3**2)/(b5**4) # print "Variance of f: " + str(func_covar) print "Standard error of f: " + str(np.sqrt(func_covar)) f_estimate = (b3/b5) #Get estimate of new quantity f print "Estimate of f: " + str(f_estimate) #These next few lines sample f from the its posterior distribution bees = np.random.multivariate_normal(bfit, covar, 10000) #print bees generated_fs = bees[:,2]/bees[:,4] #print generated_fs #Plot the sample in a histogram plt.hist(generated_fs, 30) plt.xlabel("b3/b5") plt.ylabel("Frequency") plt.savefig("Eleisha_HW22_Figure.png") plt.show()

** Sample output **

Variance of f: 0.0145062470173 Standard error of f: 0.120441882322 Estimate of f: 0.443770226537

** To Think About: **

1. Lecture slide 2 asserts that a function of normally distributed RVs is not, in general, normal. Consider the product of two independent normals. Is it normal? No! But isn't the product of two normal distribution functions (Gaussians) itself Gaussian? So, what is going on?

2. Can you invent a function of a single normal N(0,1) random variable whose distribution has two separate peaks (maxima)? How about three? How about ten?

**Back To: ** Eleisha Jackson