Generation of the covariance matrix for a set of nuclear data produced by collapsing a larger parent set through the weighted averaging of equivalent data points

A method is described for generating the covariance matrix of a set of experimental nuclear data which has been collapsed in size by the averaging of equivalent data points belonging to a larger parent data set. It is assumed that the data values and covariance matrix for the parent set are provided. The collapsed set is obtained by a proper weighted-averaging procedure based on the method of least squares. It is then shown by means of the law of error propagation that the elements of the covariance matrix for the collapsed set are linear combinations of elements from the parent set covariance matrix. The coefficients appearing in these combinations are binary products of the same coefficients which appear as weighting factors in the data collapsing procedure. As an example, the procedure is applied to a collection of recently-measured integral neutron-fission cross-section ratios. (orig.)