> I've been trying to figure out how the error estimates (error bars) in the > XDEV traces in TimeLab are computed. The status bar says " +/- sigma / sqrt(n/ > m)", obviously "n" is the number of values in the bin for the computed tau, > but what is "m"? It cannot be smaller than "n" as the error estimate would > then become larger than the actual value, right? >
Hi, Matthias -- There's a bit more detail on page 94 at http://www.miles.io/PhaseStation_53100A_user_manual.pdf . This method is based on the "simple confidence intervals" described on page 37 of https://www.nist.gov/publications/handbook-frequency-stability-analysis . The denominator (m) used by TimeLab is the tau multiple for the bin. The division is necessary because the sqrt(n) subexpression assumes non-overlapped calculations, while TimeLab always uses overlapping. If you use sqrt(n) for overlapped calculations, the resulting error bars are unrealistically small (almost invisible.) In reality the confidence interval at any given bin is influenced by other factors such as the dominant noise type. For applications that require mathematically-defensible confidence intervals, it's best to export the data to Stable32 and crunch it there. -- john _______________________________________________ time-nuts mailing list -- [email protected] To unsubscribe, go to http://lists.febo.com/mailman/listinfo/time-nuts_lists.febo.com and follow the instructions there.
