Numerical Modeling Results for the Estimation of the Confidence Intervals for Different Noise Types

Marina Gertsvolf

Abstract: We use Monte Carlo methodology to devise empirical rules for the confidence intervals estimation as a function of the number of samples for measurement data with different noise characteristics. We derive a simple function for evaluating 5% and 95% coverage when estimating measurement uncertainties using Allan Deviation (ADEV) method.
Published in: Proceedings of the 48th Annual Precise Time and Time Interval Systems and Applications Meeting
January 30 - 2, 2017
Hyatt Regency Monterey
Monterey, California
Pages: 367 - 371
Cite this article: Gertsvolf, Marina, "Numerical Modeling Results for the Estimation of the Confidence Intervals for Different Noise Types," Proceedings of the 48th Annual Precise Time and Time Interval Systems and Applications Meeting, Monterey, California, January 2017, pp. 367-371. https://doi.org/10.33012/2017.14990
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