From: Kaba on
Hi,

I am measuring the time spent by an algorithm. Let's assume it is a
gaussian-distributed random variable. How many repetitions do I have to
make to get a good estimate of the mean and standard deviation of this
distribution?

I'd like a cook-book answer this time, because I am in hurry with these
measurements. I know it's 101.. Probability is one of my weaker sides.

--
http://kaba.hilvi.org
From: Ludovicus on
On Apr 5, 11:00 am, Kaba <n...(a)here.com> wrote:
> Hi,
>
> I am measuring the time spent by an algorithm. Let's assume it is a
> gaussian-distributed random variable. How many repetitions do I have to
> make to get a good estimate of the mean and standard deviation of this
> distribution?
>
> I'd like a cook-book answer this time, because I am in hurry with these
> measurements. I know it's 101.. Probability is one of my weaker sides.
>
> --http://kaba.hilvi.org

How can, the time spent by an algorith, be a random variable ?
If it is run in the same computer the time is a constant.
If it is run in different computers the values are not of the same
genus.
From: Dirk Van de moortel on
Kaba <none(a)here.com> wrote in message
MPG.26242796a52f273c9898af(a)news.cc.tut.fi
> Hi,
>
> I am measuring the time spent by an algorithm. Let's assume it is a
> gaussian-distributed random variable. How many repetitions do I have to
> make to get a good estimate of the mean and standard deviation of this
> distribution?
>
> I'd like a cook-book answer this time, because I am in hurry with these
> measurements. I know it's 101.. Probability is one of my weaker sides.
>
> --
> http://kaba.hilvi.org

If you're in a hurry, then let it run and make it show the mean and standard
deviation, together with the current repetition count, while it's running. Stop
it when the mean and stddev values settle down. They are what you are
looking for. If you're still interested in the number of repetitions, read it
as wel; :-)

Dirk Vdm
From: Kaba on
Ludovicus wrote:
> How can, the time spent by an algorith, be a random variable ?
> If it is run in the same computer the time is a constant.
> If it is run in different computers the values are not of the same
> genus.

There are at least these two reasons. First, I am feeding the algorithm
with pseudo-random input. Second, computers do run programs at varying
speeds, confirmed by repeating a measurement multiple times.

I guess a gaussian variable would be a good model for this variation,
but as suggested by my collegue, I'll first have to test this hypothesis
with the Lilliefors test.

--
http://kaba.hilvi.org
From: Kaba on
Dirk Van de moortel wrote:
> If you're in a hurry, then let it run and make it show the mean and standard
> deviation, together with the current repetition count, while it's running. Stop
> it when the mean and stddev values settle down. They are what you are
> looking for. If you're still interested in the number of repetitions, read it
> as wel; :-)
>
> Dirk Vdm

Thanks, I'll consider whether this fits the situation.

Let's put the question this way. Currently, using a sample of 10
realizations, I am having a sample standard deviation which is about 2%
of the sample mean. What does this allow me to say about the quality of
the sample mean (assuming gaussianity)?

--
http://kaba.hilvi.org