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Unformatted text preview: formulas with the aim to deduce 4 f from 4 x . Jackknife methods are not only easier to implement, but also more precise and far more robust . The error bar problem for the estimator f is conveniently overcome by using 2 jackknife estimators f J , f J i , deﬁned by f J = 1 N N X i =1 f J i with f J i = f ( x J i ) and x J i = 1 N1 X k 6 = i x k . (4) The estimator for the variance σ 2 ( f J ) is s 2 J ( f J ) = N1 N N X i =1 ( f J if J ) 2 . (5) Straightforward algebra shows that in the unbiased case the estimator of the jackknife variance (5) reduces to the normal variance (3). Note that only of order N (not N 2 ) operations are needed to construct the jackknife averages x J i , i = 1 , . . . , N from the original data. 3...
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This note was uploaded on 11/10/2011 for the course PHY 5157 taught by Professor Berg during the Fall '08 term at University of Florida.
 Fall '08
 Berg

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