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Calculation of the uncertainty of the mean of autocorrelated measurements

Nien Fan Zhang

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When repeated measurements are autocorrelated, it is not appropriate to use the traditional approach to calculate the uncertainty of the average of the measurements, which assumes that the measurements are statistically independent. In this paper, we propose a practical approach to calculate the corresponding uncertainty and the confidence interval when the data are from a stationary process. For illustration, the approach is applied to two examples: linewidth measurements made by a scanning electron microscope and weight measurements. The results are also extended to the general case in which both Type A and Type B uncertainty components are presented and to the case of weighted means.


PACS

06.20.-f Metrology

06.30.Dr Mass and density

07.78.+s Electron, positron, and ion microscopes; electron diffractometers

02.50.Ey Stochastic processes

Subjects

Computational physics

Instrumentation and measurement

Dates

Issue 4 (August 2006)

Received 23 November 2005

Published 4 August 2006



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