Confidence ellipse

by Micha ⌂, Bad Vilbel, (10 days ago) @ Mark0

Hello Marc0,

So standard deviations are 68% confidence level, but drawing an ellipsoid using those values would "degrade" my confidence level to about 20%?

Assuming a normal distribution, the standard deviation of each parameter considered in isolation relates to a confidence level of about 68 %. However, the confidence level is reduced if more than one parameter is considered at the same time. Thus, the standard deviation of an isolated considered x-component relates to confidence level of about 68 %, and the standard deviation of an isolated considered y-component relates to confidence level of about 68 % and so on. However, the question is how large is the conditional probability that both, x and y, lie within a confidence region. Obviously, there are four cases (with different probabilities of occurrence)

  • both are outside
  • x is inside a region, but not y
  • y is inside a region, but not x
  • both are inside a region

Let us assume that a single parameter (x or y) lies within the 68 % confidence interval, then in three out of four cases there is a confidence region in which both parameters do not lie simultaneously - the conditional confidence level must be less than 68 %.

So I need to scale it in order to be at 95%.

Yes.

Just a question: Do you implement a specific method to transfer/import the adjustment results to a CAD software? What is your strategy (do you use the values from the HTML-report)?

Kind regards
Micha

--
applied-geodesy.org - OpenSource Least-Squares Adjustment Software for Geodetic Sciences


Complete thread:

 RSS Feed of thread