I could be wrong here, but it is my understanding that Allan's pioneering work was in response to finding a statistic which is convergent to 1/f noise. Ordinary standard deviation is not convergent to 1/f processes. So I don't know that trying to compare the two is wise. Disclaimer: I could be totally wrong, if someone has better grasp on how the allan deviation came to be, please correct me.
On Wed, Jan 4, 2017 at 3:12 PM, Attila Kinali <att...@kinali.ch> wrote: > Hi, > > A small detail caught my eye, when reading a paper that informally > introduced ADEV. In statistics, when calculating a variance over > a sample of a population the square-sum is divided by (n-1)(denoted by s in > statistics) instead of (n) (denoted by σ) in order to account for a small > bias > the "standard" variance introduces > (c.f. https://en.wikipedia.org/wiki/Unbiased_estimation_of_ > standard_deviation ) > In almost all literature I have seen, ADEV is defined using an average, > i.e. dividing by (n) and very few use (n-1). > > My question is two-fold: Why is (n) being used even though it's known > to be an biased estimator? And why do people not use s when using (n-1)? > > Attila Kinali > > -- > It is upon moral qualities that a society is ultimately founded. All > the prosperity and technological sophistication in the world is of no > use without that foundation. > -- Miss Matheson, The Diamond Age, Neil Stephenson > _______________________________________________ > time-nuts mailing list -- time-nuts@febo.com > To unsubscribe, go to https://www.febo.com/cgi-bin/ > mailman/listinfo/time-nuts > and follow the instructions there. > _______________________________________________ time-nuts mailing list -- time-nuts@febo.com To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts and follow the instructions there.