Information and treatment of unknown correlations in the combination of measurements using the BLUE method

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We discuss the effect of large positive correlations in the combinations of several measurements of a single physical quantity using the Best Linear Unbiased Estimate (BLUE) method.

• We suggest a new approach for comparing the relative weights of the different measurements in their contributions to the combined knowledge about the unknown parameter, using the well-established concept of Fisher information.
• We argue, in particular, that one We discuss the effect of large positive correlations in the combinations of several measurements of a single physical quantity using the Best Linear Unbiased Estimate (BLUE) method.
• We suggest a new approach for comparing the relative weights of the different measurements in their contributions to the combined knowledge about the unknown parameter, using the well-established concept of Fisher information.