Calculating Correlations and Sensitivity Coefficients

AI Thread Summary
In a numerical simulation with varying input parameters, the discussion focuses on estimating changes in the means of output parameters B and C due to small changes in output A, while accounting for their correlations. The suggestion is to rerun the experiment with slightly adjusted input parameters to obtain new outputs A', B', and C', allowing for the calculation of new means and standard deviations. The importance of clear correlations between data is emphasized, avoiding reliance on complex nested calculations. Sensitivity coefficients are considered but deemed potentially inappropriate for the desired analysis. The conversation highlights the need for practical methods to establish useful correlations in engineering data.
SFA10
Messages
2
Reaction score
0
I have a numerical simulation where I'm randomly varying an input parameter.

This results in variations in three output parameters: A, B and C. The output parameters can be assumed to have normal distributions, but are correlated to each other.

If I calculate the mean and standard deviation on the range of values of A, B and C is there any way I could estimate the change in the mean of B and C due to a small change in the mean of A, making some account of the correlations? I was thinking of an approach based on sensitivity coefficients, but I'm not sure that's appropriate.

Any help/advice would be very welcome! Thanks!
 
Mathematics news on Phys.org
It sounds to me like the only way you could make a valuable correlation would be if you ran your experiment again with slightly tweaked input parameter, giving you new outputs A', B', C'. Then I'd calculate mean and SD and whatever else you think is good for the new data, and then see the changes between correlated outputs (i.e. A vs A').

I have no idea about the order of magnitude for the relationship of the correlation, or if one could exist, but as an engineer who has often been presented with data that is "supposed to be useful", this is how I would define useful, meaning that the correlation between data is clear and not based on nested calculations if possible.
 
Seemingly by some mathematical coincidence, a hexagon of sides 2,2,7,7, 11, and 11 can be inscribed in a circle of radius 7. The other day I saw a math problem on line, which they said came from a Polish Olympiad, where you compute the length x of the 3rd side which is the same as the radius, so that the sides of length 2,x, and 11 are inscribed on the arc of a semi-circle. The law of cosines applied twice gives the answer for x of exactly 7, but the arithmetic is so complex that the...
Thread 'Video on imaginary numbers and some queries'
Hi, I was watching the following video. I found some points confusing. Could you please help me to understand the gaps? Thanks, in advance! Question 1: Around 4:22, the video says the following. So for those mathematicians, negative numbers didn't exist. You could subtract, that is find the difference between two positive quantities, but you couldn't have a negative answer or negative coefficients. Mathematicians were so averse to negative numbers that there was no single quadratic...
Thread 'Unit Circle Double Angle Derivations'
Here I made a terrible mistake of assuming this to be an equilateral triangle and set 2sinx=1 => x=pi/6. Although this did derive the double angle formulas it also led into a terrible mess trying to find all the combinations of sides. I must have been tired and just assumed 6x=180 and 2sinx=1. By that time, I was so mindset that I nearly scolded a person for even saying 90-x. I wonder if this is a case of biased observation that seeks to dis credit me like Jesus of Nazareth since in reality...
Back
Top