I have some experimental data (vectors x,y) and I've estimated the area under the curve via the trapezoid method (A = trapz(y,x))
The question is, how can I determine the error of this calculation? Is there a Matlab function that can estimate it?
Thanks a lot..
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As Matt J has indicated with his reference to
the error can be estimated in terms of the second derivative of your data function and the widths of your trapezoidal intervals. You can estimate the second derivative in terms of the typical second finite differences in the data divided by the square of the interval widths.