Error estimates on averages of correlated data

19891,472 citationsJournal Article

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Abstract

We describe how the true statistical error on an average of correlated data can be obtained with ease and efficiency by a renormalization group method. The method is illustrated with numerical and analytical examples, having finite as well as infinite range correlations.

Topics & Keywords

Statistical Methods and Inference Advanced Statistical Methods and Models Statistical Methods and Bayesian Inference

Publication Details

Published in: The Journal of Chemical Physics

Volume 91, Issue 1, pp. 461-466

DOI: 10.1063/1.457480

Field-Weighted Citation Impact: 8.88

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Error estimates on averages of correlated data

Authors

Abstract

Topics & Keywords

Publication Details