[SciPy-User] Determining if statistics are converged

[Kathleen Tacina]

Hi,

This is slightly off-topic, but I'm not sure where a better place to ask 
this would be ...

I have a time series, and I'd like to check that we've taken enough 
points so that the mean and rms are converged.  I hoping to get help 
with 2 things:

(1) Good references on how to do this.

I've been using ad hoc methods. For example, comparing the mean of the 
1st n samples to the overall mean. This works well if, for example, the 
mean of the 1st 50 samples is the same as the mean of all 5,000 samples. 
But when the mean of the 1st 300 samples hasn't yet converged to the 
mean of all 400 samples, it isn't as helpful.

(2) Tools to help with this in the scipy ecosystem.

The application is highly turbulent flow 
<http://en.wikipedia.org/wiki/Turbulence> where we expect the rms (or, 
equivalently, the standard deviation) to be on the same order of 
magnitude as the mean.

I'd also appreciate suggestions for better places to ask this question.

Thanks!

Best regards,
Kathleen

-- 

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://mail.scipy.org/pipermail/scipy-user/attachments/20140219/66979425/attachment.html>