[time-nuts] Question about noisetypes and ADEV

Ole Petter Ronningen opronningen at gmail.com
Fri Oct 26 07:42:06 EDT 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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