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Statistical Analysis on Uncertainty for Autocorrelated Measurements



Nien-Fan Zhang


When repeated measurements are autocorrelated, it is inappropriate 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 linewidth measurements made by a scanning electron microscope.


autocorrelation function, autoregressive process, confidence interval, stationary process, time series


Zhang, N. (2008), Statistical Analysis on Uncertainty for Autocorrelated Measurements, Metrologia (Accessed April 20, 2024)
Created October 16, 2008