Measurement uncertainty and the importance of correlation

What is it about?

When correlation is associated with the input variables in a measurement uncertainty equation, consideration of its contribution to the final output uncertainty is also required. If z = x + y, or z = x – y, both the sign of the correlation coefficient and the signs of the input variables jointly determine if the uncertainty associated with the output quantity increases or decreases as a consequence of the correlation. The inclusion of a correlation term in the calculation of uncertainty may actually provide a lower uncertainty value for the measurand or derived quantity value under consideration.

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