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