Sensitivity of adjustment to parameter correlations and to response-parameter correlations

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Abstract

The adjusted parameters and response, and their respective posterior uncertainties and correlations, are presented explicitly as functions of all relevant prior correlations for the two parameters, one response case. The dependence of these adjusted entities on the various prior correlations is analyzed and portrayed graphically for various valid correlation combinations on a simple criticality problem.

Original languageEnglish
JournalJournal of ASTM International
Volume9
Issue number4
DOIs
StatePublished - Apr 2012

Keywords

  • Adjustment
  • Covariance matrix
  • Parameter-response correlation
  • Uncertainty

All Science Journal Classification (ASJC) codes

  • General Engineering
  • Public Health, Environmental and Occupational Health
  • Environmental Engineering
  • General Materials Science
  • Nuclear Energy and Engineering

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