Standard deviation of root mean square error

  • Thread starter aydos
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  • #1
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Main Question or Discussion Point

I am comparing two RMS error time-series and I would like to generate error bars on the RMS results. I think the RMS error is a standard deviation of an assumed zero mean process, and I have the gut feeling that this should be the standard deviation of the sample standard deviation. Is that correct? I would like to have a reference to cite on a paper I am writing at the moment, so if anyone knows of a useful reference I would appreciate some pointers.
Thanks in advance.
 

Answers and Replies

  • #2
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RMS deviation about the mean is not exactly the sample standard deviation because in computing the sample standard deviation you divide by n-1 instead of n. For large enough samples the difference is not important.
 
  • #3
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Hi mXSCNT,
Yes thanks for pointing that out. The sample sizes are large.
How about the confidence intervals of the RMS values? Any clues in how to calculate them?
 

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