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Standard deviation of root mean square error

  1. May 13, 2009 #1
    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.
     
  2. jcsd
  3. May 13, 2009 #2
    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.
     
  4. May 13, 2009 #3
    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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