Numerical Construction of Likelihood Distributions and the Propagation of Errors

TL;DR

This paper introduces a numerical method for constructing likelihood distributions to improve the accuracy of error propagation beyond traditional Taylor series approximations.

Contribution

It presents a simple, generic numerical technique for constructing likelihoods, enhancing the propagation of errors in realistic problems.

Findings

Numerical likelihood construction improves error propagation accuracy.

The method is simple and widely applicable.

It outperforms traditional Taylor series-based approaches.

Abstract

The standard method for the propagation of errors, based on a Taylor series expansion, is approximate and frequently inadequate for realistic problems. A simple and generic technique is described in which the likelihood is constructed numerically, thereby greatly facilitating the propagation of errors.