Posts tagged ‘mse’

[MADS] Law of Total Variance

This simple law, despite my trial of full text search, was not showing in ADS. As discussed in systematic errors, astronomers, like physicists, show their error components in two additive terms; statistical error + systematic error. To explain such decomposition and to make error analysis statistically rigorous, the law of total variance (LTV) seems indispensable. Continue reading ‘[MADS] Law of Total Variance’ »

a century ago

Almost 100 years ago, A.S. Eddington stated in his book Stellar Movements (1914) that

…in calculating the mean error of a series of observations it is preferable to use the simple mean residual irrespective of sign rather than the mean square residual

Such eminent astronomer said already least absolute deviation over chi-square, if I match simple mean residual and mean square residual to relevant methodologies, in order. Continue reading ‘a century ago’ »