1999IEEE Transactions on Ultrasonics Ferroelectrics and Frequency ControlRequires access

Total variance, an estimator of long-term frequency stability [standards]

C. A. Greenhall, David A. Howe, Donald B. Percival

Open publisher page 89 citations

Abstract

Total variance is a statistical tool developed for improved estimates of frequency stability at averaging times up to one-half the test duration. As a descriptive statistic, total variance performs an exact decomposition of the sample variance of the frequency residuals into components associated with increasing averaging times. As an estimator of Allan variance, total variance has greater equivalent degrees of freedom and lesser mean square error than the standard unbiased estimator has.

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What this paper is about

Total variance is a statistical tool developed for improved estimates of frequency stability at averaging times up to one-half the test duration. As a descriptive statistic, total variance performs an exact decomposition of the sample variance of the frequency residuals into components associated with increasing averaging times. As an estimator of Allan variance, total variance has greater equivalent degrees of freedom and lesser mean square error than the standard unbiased estimator has.

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Available abstract

Total variance is a statistical tool developed for improved estimates of frequency stability at averaging times up to one-half the test duration. As a descriptive statistic, total variance performs an exact decomposition of the sample variance of the frequency residuals into components associated with increasing averaging times. As an estimator of Allan variance, total variance has greater equivalent degrees of freedom and lesser mean square error than the standard unbiased estimator has.

Key concepts: Allan variance, Statistics, Estimator, Mathematics, Variance (accounting), Bias of an estimator, Statistic, Stability (learning theory)

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