Re: Standard deviations and Confidence intervals with respect to
- To: mathgroup at smc.vnet.net
- Subject: [mg101800] Re: Standard deviations and Confidence intervals with respect to
- From: Ray Koopman <koopman at sfu.ca>
- Date: Fri, 17 Jul 2009 05:05:22 -0400 (EDT)
- References: <h3n5sr$2ed$1@smc.vnet.net>
On Jul 16, 5:19 am, Alexey <lehi... at gmail.com> wrote:
> Hello,
> I have a set of independent observations of two values (Y,X) with
> known (and different) standard errors in both values for each
> observation. These valueses are linearly dependent:
> Yi=a*Xi+b
> I need to calculate the unknown parameters {a,b} and confidence
> intervals with respect to known standard errors of observations. As
> I understand, the standard Mathematica's function LinearModelFit is
> designed only for the case when all observations have equal standard
> deviation and are normally distributed. In my case it is known only
> that all observations have the same distribution that is supposed to
> be nearly-normal. But standard deviations for observations are
> significantly different and known.
>
> And another question: how in this case the term "standard deviation"
> may be defined and calculated?
>
> Can anybody help me?
See the thread "linear regression with errors in both variables",
that ran Feb 10-16, 2009:
http://groups.google.ca/group/comp.soft-sys.math.mathematica/msg/4058d9702aa71824