Statistical Analysis of Data
In this exercise, you will familiarize yourself with the
DataSpork tool and use it to analyze a few data sets, which were copied
to your ~/clamps directory when you typed "source /cms/ceperley.cshrc".
Run DataSpork by typing "dataspork". Open the files, using the File/Open Datasets
menu. You will want to use the
AsciiDataset
reader. Note that
you can select multiple files at once by holding down the shift key.
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Data Set 1.
The cutoffs should be automatically set to 0 and 999 (The first data
point is numbered 0). The autocorrelation time should be nearly one.
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What is the mean value of this data?
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What is the error in the estimate of the mean?
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What is the square root of the variance (sigma) of the data?
Change the end cutoff to 500.
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How does the error in the estimate of the mean change?
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How does sigma change?
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How would you expect these quantities to change?
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Data Set 2.
This data set has correlations.
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What is the autocorrelation time of this series?
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What would be the error in the estimate of the mean without considering
autocorrelation?
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Now what would be the error in the estimate of the mean with correlation?
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Data Set 3.
This data set has an initial transient.
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What is the mean with the initial cutoff set to zero?
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Where should the initial cutoff be set?
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What is the mean with the new cutoff?