Numerical Construction of Likelihood Distributions and the Propagation of Errors
arXiv:hep-ex/9712015 · doi:10.1016/S0168-9002(98)00280-0
Abstract
The standard method for the propagation of errors, based on a Taylor series expansion, is approximate and frequently inadequate for realistic problems. A simple and generic technique is described in which the likelihood is constructed numerically, thereby greatly facilitating the propagation of errors.
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