[time-nuts] ADEV vs. OADEV
Magnus Danielson
magnus at rubidium.dyndns.org
Fri Jan 23 02:26:49 UTC 2009
Bruce,
> Tom
>
> Its important to realise these calculated statistics are all estimators
> of the underlying Allan variance.
> Thus it is important to assign unique unambiguous names to each of them
> so that some idea of their region of reasonable accuracy and perhaps
> their confidence limits can be estimated.
It should be recalled that AVAR is actually not necessarilly a name as
such but short-hand. To help making the issue complex, AVAR has been
given as a name to denote a particular algorithm, just as MADEV, TDEV
etc. Even if one can argue that they have these meanings within a
specific context, the ambiguity problem is there as it makes it harder
to compare results.
> Thus for example:
> AVAR doesn't actually denote the underlying Allan variance but rather a
> particular algorithm used to estimate it from the data.
>
> OAVAR denotes another algorithm for estimating the underlying Allan
> variance from the data
Trouble is, the algorithm Tom and Ulrich wants to denote OAVAR others
have already denoted AVAR, thus causing ambiguity.
> TOTVAR, THEO1 and THEOH denote other algorithms that can be used to
> estimate the underlying Allan variance from the data.
>
> Some of these algorithms produce biased estimates of the underlying
> Allan variance so correction for such bias is usually necessary.
The way the confidence interval closes on the estimate should be of a
concern. We can calculate whatever we want, but as we try to judge the
results of such estimates we should also view the indicators of its
precision if available.
Cheers,
Magnus
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