Allan Variance - Confidence Intervals and Equivalent Degrees of Freedom

Confidence Intervals and Equivalent Degrees of Freedom

Statistical estimators will calculate an estimated value on the sample series used. The estimates may deviate from the true value and the range of values which for some probability will contain the true value is referred to as the confidence interval. The confidence interval depends on the number of observations in the sample series, the dominant noise type, and the estimator being used. The width is also dependent on the statistical certainty for which the confidence interval values forms a bounded range, thus the statistical certainty that the true value is within that range of values. For variable-τ estimators, the τ0 multiple n is also a variable.

Read more about this topic:  Allan Variance

Famous quotes containing the words confidence, intervals, equivalent, degrees and/or freedom:

    I cannot give them my confidence; pardon me, gentlemen, confidence is a plant of slow growth in an aged bosom: youth is the season of credulity.
    William, Earl Of Pitt (1708–1778)

    It can be demonstrated that the child’s contact with the real world is strengthened by his periodic excursions into fantasy. It becomes easier to tolerate the frustrations of the real world and to accede to the demands of reality if one can restore himself at intervals in a world where the deepest wishes can achieve imaginary gratification.
    Selma H. Fraiberg (20th century)

    In truth, politeness is artificial good humor, it covers the natural want of it, and ends by rendering habitual a substitute nearly equivalent to the real virtue.
    Thomas Jefferson (1743–1826)

    For the profit of travel: in the first place, you get rid of a few prejudices.... The prejudiced against color finds several hundred millions of people of all shades of color, and all degrees of intellect, rank, and social worth, generals, judges, priests, and kings, and learns to give up his foolish prejudice.
    Herman Melville (1819–1891)

    In April 1917 the illusion of isolation was destroyed, America came to the end of innocence, and of the exuberant freedom of bachelor independence. That the responsibilities of world power have not made us happier is no surprise. To help ourselves manage them, we have replaced the illusion of isolation with a new illusion of omnipotence.
    Barbara Tuchman (1912–1989)