On Samstag, 25. Juli 2020 14:16:23 CEST John Miles wrote: > > 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.)
Indeed I noticed, I checked some matlab scripts that calculate adev and the error bars were practically nonexistent. Then I wondered what Timelab was doing differently. Then, M = tau / tau0? So, for a time series with a measurement interval of 1s, M would be equal to tau, right? > > 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. I'll go with "pretty" and "informative". Thanks! > > -- 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. _______________________________________________ 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.
