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This article examines the relationship between two apparently unrelated methods for estimating error statistics or uncertainties of relevance to data assimilation (DA). The first method is due to Desroziers et al. (2005, Q. J. R. Meteorol. Soc., 131, 3385–3396; referred to as DBCP hereafter) and relies on residual statistics readily available from DA applications. The second method, the three‐cornered...