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#

Covariance matrix of
experimental results

This section, based on Ref. [47], shows once more practical
rules to build the covariance matrix associated with
experimental data with correlated uncertainty
(see also Sections and ),
treating explicitly also the case of normalization uncertainty.
Then it will be shown that, in this case, the covariance matrix
evaluated in this way produces biased fits.

**Subsections**

Giulio D'Agostini
2003-05-15