 Recovery-estimate covariance

Recovery-estimate covariance describes joint variation between an estimated extraction recovery and another input used with it, such as the measured recovered amount. It matters when a recovery correction divides one estimate by the other: shared data can make their uncertainties correlated.

For corrected amount $q=y/r$, first-order uncertainty propagation givesThe sign of the covariance contribution follows from the opposite signs of the quotient's sensitivity coefficients. A positive covariance reduces the propagated variance relative to a calculation assuming independence; a negative covariance increases it. Neither sign is a discretionary choice.^[ref]

An original shared-data example sets $r=y/z$, where independent measured amounts have nominal values $y=6\mathrm{nmol}$ and $z=10\mathrm{nmol}$, with standard uncertainties $u_y=0.30\mathrm{nmol}$ and $u_z=0.40\mathrm{nmol}$. Then $r=0.60$ andSubstitution gives $u_q^2=0.25+0.41-0.50=0.16\mathrm{nmo}{\mathrm{l}}^2$, hence $u_q=0.40\mathrm{nmol}$. This agrees with the exact algebraic cancellation $y/(y/z)=z$. Ignoring the shared numerator would instead give $\sqrt{0.66}\approx 0.81\mathrm{nmol}$.

The cancellation also reveals a validation trap: using the same recovered amount both to estimate its recovery and to correct itself does not independently demonstrate accurate recovery of an unknown sample. Build the joint measurement model from the underlying observations. Shared calibration standards, preparations or instrument drift may create other covariance structures; matched replicate data or an explicit common-input model can estimate them. Do not assume independence merely because a table lists two separate estimates.