Answer to Question #34401 in Statistics and Probability for Ellie Martin

Question

Obtain the weighted average of two experimental results (measuring the same quantity). The first result = 1.5. The second result = 1.0. The full covariance matrix is believed to be the sum of three components. The first component is fully correlated with standard error of 20% of each respective value. The second and third components are independent of the first and each other, and correspond to 10% random uncertainties in each experimental result.