J. Swain et L. Taylor, NUMERICAL CONSTRUCTION OF LIKELIHOOD DISTRIBUTIONS AND THE PROPAGATION OF ERRORS, Nuclear instruments & methods in physics research. Section A, Accelerators, spectrometers, detectors and associated equipment, 411(1), 1998, pp. 153-158
The standard method for the propagation of errors, based on a Taylor s
eries expansion, is approximate and frequently inadequate for realisti
c problems. A simple and generic technique is described in which the l
ikelihood is constructed numerically, thereby greatly facilitating the
propagation of errors. (C) 1998 Elsevier Science B.V. All rights rese
rved.