Given a formula with an absolute error in
of
, the absolute error is
. The relative error is
. If
, then
| (1) |
where denotes the mean, so the sample variance is given by
| (2) | |||
| (3) |
The definitions of variance and covariance then give
| (4) | |||
| (5) | |||
| (6) |
(where ), so
| (7) |
If and
are uncorrelated, then
so
| (8) |
Now consider addition of quantities with errors. For ,
and
, so
| (9) |
For division of quantities with ,
and
, so
| (10) |
Dividing through by and rearranging then gives
| (11) |
For exponentiation of quantities with
| (12) |
and
| (13) |
so
| (14) |
| (15) |
If , then
| (16) |
For logarithms of quantities with ,
, so
| (17) |
| (18) |
For multiplication with ,
and
, so
| (19) |
| (20) | |||
| (21) |
For powers, with ,
, so
| (22) |
| (23) |