[time-nuts] Question about noisetypes and ADEV
Ole Petter Ronningen
opronningen at gmail.com
Fri Oct 26 11:42:06 UTC 2018
Hi, Attila
> I see two issues here: If your random numbers are indeed between 0 and 1,
> as you write, then they are uniformly distributed, and not normally
> distributed. This will give you a slight bias when integrating.
>
You are correct, my statement was imprecise - I generate numbers between 0
and 1, but then multiply that with a function in Excel that yields a normal
distribution with a standard distribution of 1.
> The other issue is the integration itself. Because you do a nummerical
> integration at discrete time steps, you will get a slight offset.
>
I suspect the issue may be this - but I do not immediately see how..
Ole
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