Measurement Errors, Linear Regression, Variance, Correlation.
are some constants (Image by Author) Recollect that the errors ϵ and ν are zero-centered and normally distributed i.e. ϵ ~N(0, σ²_ϵ) and ν ~N(0, σ²_ν). Applying the above two identities, we get the mean and variance of the composite error (ϵ + ν) as zero and (σ²_ϵ +σ²_ν) respectively, as follows: