A parameter estimation theory is incomplete if no rigorous measures are available for describing the uncertainty of the parameter estimators. Since the classical theory of linear estimation does not apply to the integer GPS model, rigorous probabilistic statements cannot be made with reference to the classical results. The fact that integer parameters are involved in the estimation process forces a reappraisal of the propagation of uncertainty. It is with this purpose in mind that the joint and marginal distributional properties of both the integer and non-integer parameters of the GPS model are determined. These joint distributions can also be used to determine the distribution of functions of the parameters. As an important example, the distribution of the vector of ambiguity residuals is determined.
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