 Correlated spectral endpoint error

Correlated spectral endpoint error means that the errors in two estimated frequencies have nonzero covariance. Their effect on a frequency difference depends on that covariance as well as on the uncertainty of each endpoint. Shared errors can cancel in a difference without making the absolute frequencies accurately known.

Let endpoint errors be ${ϵ}_0,{ϵ}_T$, with standard uncertainties $u_0,u_T$ and correlation coefficient $\rho$. The error in the increment is ${ϵ}_T-{ϵ}_0$, soFor equal uncertainties $u$, the result is $2u^2(1-\rho )$. Independent errors give $2u^2$, perfectly shared errors give zero, and perfect anticorrelation gives $4u^2$. This is correlated-input uncertainty propagation applied to a difference.^[ref]

An original common-offset model writes ${ϵ}_0=b+{\eta }_0$ and ${ϵ}_T=b+{\eta }_T$. Suppose $b$ has variance $s_b^2$ and the two independent residual errors each have variance $s^2$, all mutually independent. Each endpoint then has variance $s_b^2+s^2$ and their covariance is $s_b^2$, butWith $s_b=0.3$ and $s=0.1$ in compatible frequency units, each endpoint has standard uncertainty about $0.316$, while the increment error has standard uncertainty about $0.141$. This spectral common-mode offset rejection follows from subtraction, rather than from knowing the common offset's value.

A shared gain error behaves differently. If $Y_t=(1+g){\omega }_t+b$, the constant offset cancels but $Y_T-Y_0=(1+g)({\omega }_T-{\omega }_0)$. A shared $1\%$ scale error therefore remains a $1\%$ increment error. Calling an error common does not establish which part cancels.

To estimate covariance, repeated measurements should preserve the reference and data-processing relationships relevant to the two endpoints. Filtering or overlapping fitting windows can introduce correlations. The spectral frequency-increment measurement noise contribution also depends on covariance between physical fluctuations and estimation errors; the endpoint formula alone does not justify dropping that separate term. A two-dimensional infrared spectroscopy statistic should be interpreted through its actual estimator and response model, not by automatically adding independent noise to two abstract frequency labels.