Hello, I don't seem to know how to ask google this question so I thought I'd see if I could get an answer from here.(adsbygoogle = window.adsbygoogle || []).push({});

Say I have 400 measurements of some variable. I take a sliding window of 50 events and take the standard deviation of each set of 50 events. That would be 350 measurements. Now I want to take the first and second 175 events, take the average of each, and subtract them.

Normally to propagate the error on this final measurement you would, for each side, find the error of each standard deviation std/sqrt(2*(50-1)) then take use sqrt(sum of the squares)/175 to find the error on the average std.dev. for each side. Then use sqrt(sum of the squares) of these two errors for the final error on the subtraction of the averages.

The problem with this is that each measurement of the std.dev shares 49 events with the previous so this method would overestimate the final error. What to do?

**Physics Forums | Science Articles, Homework Help, Discussion**

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Propagation of error with sliding window of measurement

Loading...

Similar Threads for Propagation error sliding |
---|

I Autocorrelation Error Interpretation |

A How to calculate the probability of error in an AWGN channel? |

I Propagation of Error when Taking the Average of Averages |

A Error estimation in linear regression |

I Error Propagation in Transcendental Equation |

**Physics Forums | Science Articles, Homework Help, Discussion**