Welch-Satterthwaite equation

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The Welch-Satterthwaite equation is used to calculate the effective degrees of freedom, in uncertainty analysis for use with the Student's t-distribution when combining a number of standard uncertainties with different degrees of freedom.

\nu_\mathrm{eff} = \frac{u_c^4}{\sum_{i=1}^N \frac{u_i^4}{\nu_i}},

where νeff is the effective degrees of freedom, uc is the combined standard uncertainty, ui are the individual standard uncertainties and νi are their degrees of freedom.

[edit] See also

Welch's t test

[edit] References

  • 'The Expression of Uncertainty and Confidence in Measurement', M3003, UKAS, December 1997