Relations between the Standard Variance and the Allan Variance
Sun Hongwei, Yuli Li, Chen Guang-feng
Abstract
Sun Hongwei, Yuli Li, Chen Guang-feng
Abstract
Relations between the standard variance and the Allan variance are deduced, and it is concluded that if the “L” in the definition of the Allan variance is an infinite, the Allan variance is equivalent to the standard variance, and that if the standard variance exists and the measurement data are independent of each other, the Allan variance equals the standard variance.
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Relations between the standard variance and the Allan variance are deduced, and it is concluded that if the “L” in the definition of the Allan variance is an infinite, the Allan variance is equivalent to the standard variance, and that if the standard variance exists and the measurement data are independent of each other, the Allan variance equals the standard variance.
Key concepts: Allan variance, Variance (accounting), One-way analysis of variance, Law of total variance, Analysis of variance, Statistics, Variance-based sensitivity analysis, Price variance