Global Positioning System Reference
In-Depth Information
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Substituting Equation (4.358) into (4.362) gives the limit for the marginally de-
tectable blunder, given the probability levels
α
and
β 0 :
δ 0
r i σ i
|∇ 0 i | ≥
(4.363)
Eq uations (4.361) and (4.363) state that in 100 ( 1
− β 0 ) % of the cases, blunders
gr eater than those given in (4.363) are detected. In 100
β 0 % of the cases, blunders
gr eater than those given in (4.363) remain undetected. The larger the redundancy
nu mber, the smaller is the marginally detectable blunder (for the same
σ i ). It
is important to recognize that the marginally detectable blunders (4.363) are based
on adopted probabilities of type-I and type-II errors for the normal distribution.
Th e probability levels
δ 0 and
β 0 refer to the one-dimensional test (4.357) of the
in dividual residual v i , with the noncentrality being
α
and
δ 0 . The assumption is that only
on e blunder at a time is present. The geometry is shown in Figure 4.10. It is readily
cl ear that there is a simple functional relationship
[15
β 0 ) between two normal
di stributions. Table 4.9 contains selected probability levels and the respective
δ 0 = δ n (
α
,
δ 0
Lin
6.9
——
Sho
PgE
values.
The chi-square test (4.263) of the a posteriori variance of unit weight
2
0 is also
σ
se nsitive to the blunder
δ i
fo r the chi-square distribution of the alternative hypothesis. One can choose the
pr obabilities
i . In fact, the blunder will cause a noncentrality of
α chi and
β chi for this multidimensional chi-square test such that
δ 0
=
δ c hi α chi ,
u . The factor
δ 0 depends on the degree of freedom because the
ch i-square distribution depends on it. Baarda's B method suggests equal traceability
of errors through one-dimensional tests of individual residuals, v i , and the multi-
di mensional test of the a posteriori variance of unit weight
β chi ,n
[15
2
0 . This is achieved
by requiring that the one-dimensional test and the multidimensional test have the
sa me type-II error, i.e.,
σ
β 0 = β chi . Under this condition there exists a relationship
be tween the probability of type-II error, the significance levels, and the degree of
fre edom expressed symbolically by
r . The
B method assures equal traceability but implies different significance levels for the
= δ n α
β 0 = δ chi α chi ,
δ 0
,
β 0 ,n
TABLE 4.9
Selected Probability Levels
in Reliability
α
β 0
δ 0
0.05
0.20
2.80
0.025
0.20
3.1
0.001
0.20
4.12
0.05
0.10
3.24
0.025
0.10
3.52
0.001
0.10
4.57
 
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